-2.1%
BROS vs PENG
+93.3%
-95.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.5% | +12.0% | +7.7% |
| 7D | +6.3% | +13.2% | -6.9% | +3.2% |
| 30D | -8.3% | -29.9% | +21.6% | -2.4% |
| 3M | -29.8% | -22.2% | -7.6% | -28.2% |
| 6M | -25.8% | -1.9% | -23.9% | -33.3% |
| YTD | -41.4% | +142.1% | -183.5% | -60.7% |
| 1Y | -35.2% | +151.5% | -186.7% | -57.1% |
| 3Y | +32.8% | +206.9% | -174.2% | -26.1% |
| 5Y | -42.2% | +58.2% | -100.4% | -62.2% |
| All | -2.1% | +93.3% | -95.5% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling