+16.2%
BND vs PENG
+720.8%
-704.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.4% | -0.1% |
| 7D | -0.6% | +1.9% | -2.4% | -0.6% |
| 30D | +1.6% | -37.8% | +39.4% | +1.8% |
| 3M | -0.5% | -14.1% | +13.6% | -0.5% |
| 6M | -1.1% | +13.1% | -14.2% | -1.3% |
| YTD | -0.7% | +151.8% | -152.5% | -1.5% |
| 1Y | -0.7% | +136.0% | -136.6% | -1.4% |
| 3Y | +14.4% | +217.9% | -203.5% | +13.2% |
| 5Y | -1.1% | +64.1% | -65.1% | -2.2% |
| All | +16.2% | +720.8% | -704.7% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling