+12.5%
BR vs PENG
+115.2%
-102.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.4% | -9.8% | -3.8% |
| 7D | -5.3% | +4.5% | -9.8% | -5.6% |
| 30D | +6.4% | -7.1% | +13.6% | +6.7% |
| 3M | +13.6% | -27.3% | +40.9% | +14.6% |
| 6M | -6.7% | +169.6% | -176.3% | -19.0% |
| YTD | -21.1% | +164.6% | -185.7% | -31.5% |
| 1Y | -29.6% | +109.5% | -139.0% | -37.5% |
| 3Y | -2.4% | +98.9% | -101.3% | -17.8% |
| All | +12.5% | +115.2% | -102.7% | -11.3% |
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