+14.9%
BTDR vs PENG
+107.4%
-92.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +1.3% |
| 7D | -3.4% | -1.2% | -2.2% | -2.8% |
| 30D | +32.6% | -12.9% | +45.5% | +40.5% |
| 3M | -32.2% | -20.5% | -11.8% | -28.2% |
| 6M | +52.4% | +176.8% | -124.5% | -14.1% |
| YTD | +6.7% | +161.6% | -154.9% | -38.3% |
| 1Y | -15.2% | +95.6% | -110.9% | -44.0% |
| 3Y | +14.9% | +111.9% | -97.0% | -35.2% |
| All | +14.9% | +107.4% | -92.5% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling