+30.7%
BP vs PENG
+88.9%
-58.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -0.3% |
| 7D | -11.6% | -19.4% | +7.8% | -11.7% |
| 30D | 0.0% | -42.4% | +42.4% | -0.5% |
| 3M | +6.7% | -25.6% | +32.4% | +6.6% |
| 6M | +2.2% | +7.3% | -5.1% | +2.9% |
| YTD | +33.0% | +113.9% | -80.9% | +29.8% |
| 1Y | +30.7% | +93.6% | -62.8% | +28.9% |
| All | +30.7% | +88.9% | -58.2% | +28.9% |
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