+18.4%
BOXX vs PENG
+244.3%
-225.9%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | +7.3% | -7.2% | +0.1% |
| 30D | +0.3% | -7.5% | +7.8% | +0.3% |
| 3M | +1.0% | -17.2% | +18.2% | +1.0% |
| 6M | +1.9% | +176.7% | -174.8% | +1.9% |
| YTD | +2.6% | +161.0% | -158.4% | +2.6% |
| 1Y | +4.0% | +108.8% | -104.8% | +4.0% |
| 3Y | +14.6% | +109.8% | -95.2% | +14.6% |
| All | +18.4% | +244.3% | -225.9% | +18.4% |
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