-5.8%
BROS vs PENG
+51.9%
-57.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -23.0% | +1.6% | -16.3% |
| 7D | -21.4% | -36.7% | +15.3% | -13.4% |
| 30D | -11.5% | -42.0% | +30.5% | -2.1% |
| 3M | -47.4% | -33.2% | -14.2% | -44.2% |
| 6M | -39.5% | +2.1% | -41.6% | -47.3% |
| YTD | -43.5% | +90.3% | -133.8% | -59.9% |
| 1Y | -37.8% | +67.7% | -105.4% | -54.2% |
| 3Y | +30.5% | +154.2% | -123.7% | -24.5% |
| 5Y | -49.1% | +28.3% | -77.4% | -65.0% |
| All | -5.8% | +51.9% | -57.7% | -38.2% |
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