-7.9%
BROS vs PENG
+70.8%
-78.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.4% | -14.7% | -5.0% |
| 7D | -21.2% | -19.4% | -1.8% | -17.6% |
| 30D | -11.6% | -42.4% | +30.8% | -2.0% |
| 3M | -36.7% | -25.6% | -11.0% | -34.6% |
| 6M | -42.8% | +7.3% | -50.1% | -50.5% |
| YTD | -44.8% | +113.9% | -158.7% | -61.9% |
| 1Y | -36.5% | +93.6% | -130.1% | -55.0% |
| 3Y | +27.0% | +170.2% | -143.3% | -27.2% |
| 5Y | -50.3% | +44.2% | -94.5% | -66.8% |
| All | -7.9% | +70.8% | -78.7% | -41.3% |
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