+19.0%
BR vs PENG
+42.1%
-23.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -2.3% |
| 7D | +6.5% | -19.4% | +25.9% | +7.2% |
| 30D | +18.9% | -42.4% | +61.3% | +21.5% |
| 3M | +16.3% | -25.6% | +41.9% | +16.6% |
| 6M | +26.2% | +7.3% | +18.9% | +19.2% |
| YTD | -13.1% | +113.9% | -127.0% | -24.8% |
| 1Y | -10.5% | +93.6% | -104.0% | -21.7% |
| 3Y | +13.3% | +170.2% | -156.9% | -11.0% |
| All | +19.0% | +42.1% | -23.1% | -5.1% |
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