+48.2%
BNS vs PENG
+106.3%
-58.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | +1.8% | +7.8% | -6.0% | +1.3% |
| 30D | +4.5% | -12.2% | +16.7% | +5.4% |
| 3M | +15.8% | -20.6% | +36.4% | +16.3% |
| 6M | +31.5% | +180.9% | -149.5% | +14.3% |
| YTD | +28.6% | +162.3% | -133.7% | +12.1% |
| 1Y | +48.2% | +107.3% | -59.1% | +33.1% |
| All | +48.2% | +106.3% | -58.1% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling