+165.6%
BNS vs PENG
+661.7%
-496.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.3% | -7.5% | +0.8% |
| 7D | -0.8% | -3.8% | +3.0% | -0.9% |
| 30D | +5.5% | -40.1% | +45.6% | +10.7% |
| 3M | +6.0% | -21.8% | +27.8% | +7.2% |
| 6M | +22.6% | +3.3% | +19.3% | +17.1% |
| YTD | +30.5% | +133.6% | -103.2% | +11.4% |
| 1Y | +44.1% | +110.7% | -66.6% | +24.4% |
| 3Y | +150.8% | +204.3% | -53.5% | +97.6% |
| 5Y | +80.7% | +54.4% | +26.3% | +48.2% |
| All | +165.6% | +661.7% | -496.1% | +86.2% |
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