+48.5%
BTDR vs PENG
+209.7%
-161.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.5% | -3.2% | -5.8% |
| 7D | -6.9% | +13.2% | -20.1% | -12.5% |
| 30D | -31.5% | -29.9% | -1.6% | -18.2% |
| 3M | -36.1% | -22.2% | -13.8% | -29.2% |
| 6M | -57.6% | -1.9% | -55.8% | -60.8% |
| YTD | -50.0% | +142.1% | -192.2% | -72.0% |
| 1Y | -49.6% | +151.5% | -201.1% | -72.3% |
| 3Y | +48.5% | +206.9% | -158.4% | -57.4% |
| All | +48.5% | +209.7% | -161.2% | -57.4% |
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