+16.6%
BND vs PENG
+661.7%
-645.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.2% | 0.0% |
| 7D | +0.4% | -3.8% | +4.2% | +0.4% |
| 30D | +2.0% | -40.1% | +42.1% | +2.2% |
| 3M | -0.4% | -21.8% | +21.4% | -0.3% |
| 6M | -0.9% | +3.3% | -4.3% | -1.2% |
| YTD | -0.3% | +133.6% | -134.0% | -1.1% |
| 1Y | 0.0% | +110.7% | -110.7% | -0.7% |
| 3Y | +15.1% | +204.3% | -189.2% | +13.8% |
| 5Y | -1.5% | +54.4% | -55.9% | -2.6% |
| All | +16.6% | +661.7% | -645.1% | +14.5% |
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