+27.0%
BROS vs PENG
+111.3%
-84.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -0.7% |
| 7D | -6.7% | +4.5% | -11.2% | -7.7% |
| 30D | -29.1% | -7.1% | -22.0% | -28.2% |
| 3M | -16.7% | -27.3% | +10.6% | -14.5% |
| 6M | -11.6% | +169.6% | -181.2% | -39.9% |
| YTD | -23.9% | +164.6% | -188.5% | -48.3% |
| 1Y | -34.8% | +109.5% | -144.3% | -53.2% |
| 3Y | +62.1% | +98.9% | -36.9% | +4.0% |
| All | +27.0% | +111.3% | -84.3% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling