+347.3%
BNY vs PENG
+762.7%
-415.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.6% |
| 7D | +1.4% | +4.5% | -3.1% | +0.8% |
| 30D | +3.8% | -7.1% | +10.9% | +4.6% |
| 3M | +14.9% | -27.3% | +42.2% | +17.1% |
| 6M | +40.3% | +169.6% | -129.2% | +16.5% |
| YTD | +43.8% | +164.6% | -120.9% | +19.3% |
| 1Y | +58.9% | +109.5% | -50.6% | +35.5% |
| 3Y | +290.4% | +98.9% | +191.5% | +214.6% |
| 5Y | +250.1% | +116.3% | +133.8% | +169.5% |
| All | +347.3% | +762.7% | -415.4% | +192.6% |
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