+34.3%
BP vs PENG
+118.5%
-84.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | +0.5% |
| 7D | +3.9% | +4.5% | -0.6% | +3.9% |
| 30D | +7.6% | -7.1% | +14.7% | +7.6% |
| 3M | +0.7% | -27.3% | +28.0% | +0.7% |
| 6M | +15.5% | +169.6% | -154.1% | +11.9% |
| YTD | +30.8% | +164.6% | -133.8% | +26.3% |
| 1Y | +34.3% | +109.5% | -75.2% | +31.0% |
| All | +34.3% | +118.5% | -84.2% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling