+191.4%
BNY vs PENG
+68.7%
+122.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.3% | -0.2% |
| 7D | 0.0% | +1.9% | -1.9% | -0.7% |
| 30D | +7.4% | -37.8% | +45.1% | +12.4% |
| 3M | -4.3% | -14.1% | +9.7% | -4.3% |
| 6M | +16.2% | +13.1% | +3.1% | +8.2% |
| YTD | +33.9% | +151.8% | -117.9% | +8.6% |
| 1Y | +39.7% | +136.0% | -96.3% | +14.3% |
| 3Y | +258.0% | +217.9% | +40.0% | +162.6% |
| 5Y | +191.4% | +64.1% | +127.3% | +121.2% |
| All | +191.4% | +68.7% | +122.7% | +121.2% |
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 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