+19.3%
BOXX vs PENG
+237.8%
-218.5%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +0.1% | +34.6% | -34.5% | +0.1% |
| 30D | +0.4% | -35.9% | +36.3% | +0.4% |
| 3M | +1.0% | -14.7% | +15.7% | +1.0% |
| 6M | +2.0% | +13.5% | -11.5% | +2.0% |
| YTD | +3.4% | +156.1% | -152.7% | +3.4% |
| 1Y | +4.1% | +141.3% | -137.2% | +4.1% |
| 3Y | +14.4% | +223.4% | -209.1% | +14.4% |
| All | +19.3% | +237.8% | -218.5% | +19.3% |
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