+104.7%
BP vs PENG
+720.8%
-616.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.8% | +0.4% |
| 7D | -0.8% | +1.9% | -2.6% | -1.5% |
| 30D | -3.1% | -37.8% | +34.6% | +1.0% |
| 3M | +6.2% | -14.1% | +20.2% | +6.0% |
| 6M | +4.8% | +13.1% | -8.3% | -1.7% |
| YTD | +35.2% | +151.8% | -116.6% | +12.3% |
| 1Y | +27.4% | +136.0% | -108.6% | +6.7% |
| 3Y | +49.8% | +217.9% | -168.2% | +14.6% |
| 5Y | +109.4% | +64.1% | +45.3% | +67.1% |
| All | +104.7% | +720.8% | -616.1% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling