+160.9%
BNS vs PENG
+597.2%
-436.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.4% | -12.5% | -1.5% |
| 7D | -2.2% | -19.4% | +17.2% | -0.4% |
| 30D | +5.1% | -42.4% | +47.5% | +10.7% |
| 3M | +4.7% | -25.6% | +30.4% | +6.5% |
| 6M | +19.0% | +7.3% | +11.7% | +12.9% |
| YTD | +28.2% | +113.9% | -85.7% | +10.5% |
| 1Y | +43.4% | +93.6% | -50.2% | +25.0% |
| 3Y | +143.1% | +170.2% | -27.1% | +94.3% |
| 5Y | +77.3% | +44.2% | +33.1% | +46.6% |
| All | +160.9% | +597.2% | -436.3% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling