+30.0%
BROS vs PENG
+153.0%
-123.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -23.0% | +1.6% | -17.8% |
| 7D | -21.4% | -36.7% | +15.3% | -16.0% |
| 30D | -11.5% | -42.0% | +30.5% | -5.2% |
| 3M | -47.4% | -33.2% | -14.2% | -45.2% |
| 6M | -39.5% | +2.1% | -41.6% | -46.3% |
| YTD | -43.5% | +90.3% | -133.8% | -57.8% |
| 1Y | -37.8% | +67.7% | -105.4% | -52.2% |
| All | +30.0% | +153.0% | -123.1% | -20.9% |
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