+19.3%
BOXX vs PENG
+219.4%
-200.0%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | 0.0% |
| 7D | 0.0% | +13.2% | -13.2% | 0.0% |
| 30D | +0.4% | -29.9% | +30.3% | +0.4% |
| 3M | +1.0% | -22.2% | +23.2% | +1.0% |
| 6M | +2.0% | -1.9% | +3.9% | +2.0% |
| YTD | +3.4% | +142.1% | -138.7% | +3.4% |
| 1Y | +4.1% | +151.5% | -147.4% | +4.1% |
| 3Y | +14.4% | +206.9% | -192.5% | +14.4% |
| All | +19.3% | +219.4% | -200.0% | +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 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