+252.3%
BNY vs PENG
+116.9%
+135.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +0.3% | +7.3% | -7.0% | -0.6% |
| 30D | +1.9% | -7.5% | +9.4% | +2.7% |
| 3M | +13.9% | -17.2% | +31.1% | +14.1% |
| 6M | +42.3% | +176.7% | -134.4% | +16.9% |
| YTD | +41.8% | +161.0% | -119.2% | +17.2% |
| 1Y | +57.9% | +108.8% | -50.9% | +34.0% |
| 3Y | +290.7% | +109.8% | +180.9% | +208.5% |
| 5Y | +252.3% | +111.7% | +140.5% | +177.7% |
| All | +252.3% | +116.9% | +135.4% | +177.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling