-39.9%
BTDR vs PENG
+85.9%
-125.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +12.4% | +0.9% | +8.6% |
| 7D | -10.4% | -19.4% | +9.1% | -2.3% |
| 30D | -42.2% | -42.4% | +0.2% | -29.1% |
| 3M | -42.8% | -25.6% | -17.2% | -36.6% |
| 6M | -60.2% | +7.3% | -67.4% | -62.3% |
| YTD | -46.3% | +113.9% | -160.2% | -59.7% |
| 1Y | -71.7% | +93.6% | -165.2% | -78.0% |
| 3Y | +54.6% | +170.2% | -115.6% | +11.9% |
| 5Y | -39.5% | +44.2% | -83.7% | -54.4% |
| All | -39.9% | +85.9% | -125.8% | -54.9% |
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