+58.6%
BRKR vs PENG
+120.5%
-61.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.9% | -9.1% | +22.0% | +13.9% |
| 7D | +2.9% | -20.5% | +23.4% | +5.4% |
| 30D | -0.1% | -20.4% | +20.2% | +1.7% |
| 3M | +26.9% | -16.4% | +43.3% | +27.8% |
| 6M | +75.6% | +49.2% | +26.4% | +47.4% |
| YTD | +35.8% | +147.2% | -111.3% | +0.2% |
| 1Y | +58.6% | +124.7% | -66.0% | +18.3% |
| All | +58.6% | +120.5% | -61.8% | +18.3% |
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 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