+109.1%
BP vs PENG
+689.3%
-580.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +1.5% |
| 7D | +3.8% | +13.2% | -9.4% | +2.3% |
| 30D | -5.3% | -29.9% | +24.6% | -2.4% |
| 3M | +9.3% | -22.2% | +31.5% | +10.3% |
| 6M | +7.2% | -1.9% | +9.1% | +2.5% |
| YTD | +38.0% | +142.1% | -104.1% | +15.2% |
| 1Y | +33.2% | +151.5% | -118.3% | +10.5% |
| 3Y | +50.3% | +206.9% | -156.6% | +15.4% |
| 5Y | +114.1% | +58.2% | +55.9% | +71.5% |
| All | +109.1% | +689.3% | -580.2% | +38.4% |
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