+128.6%
BP vs PENG
+115.2%
+13.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | +0.1% |
| 7D | +3.9% | +4.5% | -0.6% | +3.6% |
| 30D | +7.6% | -7.1% | +14.7% | +8.0% |
| 3M | +0.7% | -27.3% | +28.0% | +1.7% |
| 6M | +15.5% | +169.6% | -154.1% | +2.8% |
| YTD | +30.8% | +164.6% | -133.8% | +16.3% |
| 1Y | +34.3% | +109.5% | -75.2% | +21.7% |
| 3Y | +35.1% | +98.9% | -63.9% | +18.2% |
| All | +128.6% | +115.2% | +13.4% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling