+260.0%
BNY vs PENG
+222.1%
+37.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.3% | +0.1% |
| 7D | 0.0% | +1.9% | -1.9% | -0.5% |
| 30D | +7.4% | -37.8% | +45.1% | +11.1% |
| 3M | -4.3% | -14.1% | +9.7% | -4.3% |
| 6M | +16.2% | +13.1% | +3.1% | +9.7% |
| YTD | +33.9% | +151.8% | -117.9% | +12.7% |
| 1Y | +39.7% | +136.0% | -96.3% | +18.4% |
| All | +260.0% | +222.1% | +37.9% | +176.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling