+101.4%
BP vs PENG
+597.2%
-495.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -1.7% |
| 7D | -11.6% | -19.4% | +7.8% | -9.9% |
| 30D | 0.0% | -42.4% | +42.4% | +5.3% |
| 3M | +6.7% | -25.6% | +32.4% | +8.3% |
| 6M | +2.2% | +7.3% | -5.1% | -3.9% |
| YTD | +33.0% | +113.9% | -80.9% | +12.6% |
| 1Y | +30.7% | +93.6% | -62.8% | +12.0% |
| 3Y | +44.2% | +170.2% | -126.0% | +12.4% |
| 5Y | +105.1% | +44.2% | +61.0% | +65.8% |
| All | +101.4% | +597.2% | -495.7% | +35.4% |
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 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