+97.3%
BRKR vs PENG
+118.5%
-21.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -8.0% | -2.2% |
| 7D | +2.5% | +4.5% | -2.1% | +2.0% |
| 30D | +11.5% | -7.1% | +18.6% | +12.1% |
| 3M | -2.4% | -27.3% | +24.9% | -0.1% |
| 6M | +52.3% | +169.6% | -117.3% | +16.4% |
| YTD | +24.5% | +164.6% | -140.1% | -5.1% |
| 1Y | +97.3% | +109.5% | -12.1% | +50.5% |
| All | +97.3% | +118.5% | -21.1% | +50.5% |
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