+18.7%
BR vs PENG
+66.2%
-47.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -1.3% | +34.6% | -35.9% | -2.5% |
| 30D | +13.7% | -35.9% | +49.6% | +15.8% |
| 3M | +13.8% | -14.7% | +28.5% | +13.7% |
| 6M | +29.7% | +13.5% | +16.2% | +23.3% |
| YTD | -12.6% | +156.1% | -168.7% | -25.0% |
| 1Y | -12.4% | +141.3% | -153.8% | -24.4% |
| 3Y | +14.1% | +223.4% | -209.3% | -11.2% |
| 5Y | +18.7% | +67.4% | -48.7% | -6.0% |
| All | +18.7% | +66.2% | -47.5% | -6.0% |
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