-36.5%
BROS vs PENG
+108.0%
-144.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.3% | -2.6% | +5.8% |
| 7D | -17.9% | -3.8% | -14.1% | -17.4% |
| 30D | -5.4% | -40.1% | +34.7% | -3.1% |
| 3M | -32.1% | -21.8% | -10.3% | -31.8% |
| 6M | -31.7% | +3.3% | -35.0% | -38.0% |
| YTD | -41.2% | +133.6% | -174.8% | -59.4% |
| All | -36.5% | +108.0% | -144.5% | -54.0% |
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