-29.6%
BR vs PENG
+118.5%
-148.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.4% | -9.8% | -3.0% |
| 7D | -5.3% | +4.5% | -9.8% | -5.0% |
| 30D | +6.4% | -7.1% | +13.6% | +6.1% |
| 3M | +13.6% | -27.3% | +40.9% | +12.9% |
| 6M | -6.7% | +169.6% | -176.3% | -6.5% |
| YTD | -21.1% | +164.6% | -185.7% | -20.5% |
| 1Y | -29.6% | +109.5% | -139.0% | -29.4% |
| All | -29.6% | +118.5% | -148.0% | -29.4% |
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 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