+26.7%
BTDR vs PENG
+128.0%
-101.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.7% |
| 7D | +22.4% | +7.8% | +14.6% | +19.3% |
| 30D | +16.5% | -12.2% | +28.7% | +21.8% |
| 3M | -31.5% | -20.6% | -10.9% | -27.9% |
| 6M | +74.0% | +180.9% | -106.9% | +19.0% |
| YTD | +13.0% | +162.3% | -149.2% | -20.9% |
| 1Y | -0.2% | +107.3% | -107.5% | -25.0% |
| 3Y | +9.9% | +110.8% | -100.9% | -22.0% |
| 5Y | +28.1% | +117.8% | -89.7% | -10.4% |
| All | +26.7% | +128.0% | -101.3% | -11.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling