-33.9%
BTDR vs PENG
+103.1%
-137.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.3% | +0.6% | +6.4% |
| 7D | +7.1% | -3.8% | +10.9% | +9.4% |
| 30D | -31.4% | -40.1% | +8.7% | -17.1% |
| 3M | -39.2% | -21.8% | -17.5% | -33.9% |
| 6M | -50.9% | +3.3% | -54.3% | -52.9% |
| YTD | -41.0% | +133.6% | -174.7% | -57.1% |
| 1Y | -69.9% | +110.7% | -180.6% | -77.4% |
| 3Y | +87.3% | +204.3% | -117.0% | +30.7% |
| 5Y | -33.6% | +54.4% | -88.0% | -51.6% |
| All | -33.9% | +103.1% | -137.0% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling