-36.5%
BROS vs PENG
+88.9%
-125.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.4% | -14.7% | -3.4% |
| 7D | -21.2% | -19.4% | -1.8% | -19.8% |
| 30D | -11.6% | -42.4% | +30.8% | -8.9% |
| 3M | -36.7% | -25.6% | -11.0% | -36.1% |
| 6M | -42.8% | +7.3% | -50.1% | -49.7% |
| YTD | -44.8% | +113.9% | -158.7% | -62.1% |
| 1Y | -36.5% | +93.6% | -130.1% | -54.8% |
| All | -36.5% | +88.9% | -125.5% | -54.8% |
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