+105.3%
BRKR vs PENG
+752.7%
-647.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.5% | -1.2% |
| 7D | -8.7% | -1.2% | -7.5% | -8.5% |
| 30D | -9.9% | -12.9% | +3.0% | -7.9% |
| 3M | -3.1% | -20.5% | +17.4% | -2.2% |
| 6M | +45.5% | +176.8% | -131.3% | +13.3% |
| YTD | +13.7% | +161.6% | -147.9% | -11.0% |
| 1Y | +67.4% | +95.6% | -28.2% | +37.6% |
| 3Y | -13.2% | +111.9% | -125.1% | -34.9% |
| 5Y | -39.5% | +111.4% | -150.9% | -56.1% |
| All | +105.3% | +752.7% | -647.4% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling