-7.4%
BRO vs PENG
+107.0%
-114.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.4% |
| 7D | -7.6% | +7.3% | -14.9% | -7.4% |
| 30D | -6.9% | -7.5% | +0.6% | -7.0% |
| 3M | +12.8% | -17.2% | +30.0% | +12.7% |
| 6M | -5.9% | +176.7% | -182.6% | -8.9% |
| YTD | -15.9% | +161.0% | -176.9% | -18.6% |
| 1Y | -28.1% | +108.8% | -137.0% | -30.1% |
| All | -7.4% | +107.0% | -114.3% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling