+102.2%
BP vs PENG
+520.3%
-418.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -23.0% | +21.0% | +0.6% |
| 7D | -11.2% | -36.7% | +25.5% | -7.1% |
| 30D | -0.7% | -42.0% | +41.3% | +4.3% |
| 3M | +9.8% | -33.2% | +43.0% | +12.8% |
| 6M | -1.6% | +2.1% | -3.7% | -7.0% |
| YTD | +33.5% | +90.3% | -56.8% | +14.6% |
| 1Y | +31.7% | +67.7% | -35.9% | +14.9% |
| 3Y | +45.1% | +154.2% | -109.1% | +13.8% |
| 5Y | +105.9% | +28.3% | +77.6% | +68.8% |
| All | +102.2% | +520.3% | -418.1% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling