-27.6%
BRO vs PENG
+97.0%
-124.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | -0.8% |
| 7D | -8.6% | 0.0% | -8.6% | -8.5% |
| 30D | -6.9% | -15.2% | +8.3% | -8.4% |
| 3M | +10.5% | -16.9% | +27.4% | +9.9% |
| 6M | -2.8% | +161.5% | -164.3% | 0.0% |
| YTD | -16.1% | +148.6% | -164.7% | -13.7% |
| 1Y | -27.6% | +89.6% | -117.2% | -26.8% |
| All | -27.6% | +97.0% | -124.6% | -26.8% |
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