-5.6%
BRO vs PENG
+120.5%
-126.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.1% | +13.3% | +2.9% |
| 7D | +12.2% | -20.5% | +32.6% | +9.1% |
| 30D | +21.3% | -20.4% | +41.6% | +18.9% |
| 3M | +4.1% | -16.4% | +20.5% | +3.3% |
| 6M | +28.9% | +49.2% | -20.4% | +31.6% |
| YTD | -6.6% | +147.2% | -153.8% | -4.4% |
| 1Y | -5.6% | +124.7% | -130.2% | -4.3% |
| All | -5.6% | +120.5% | -126.0% | -4.3% |
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