+23.8%
BTDR vs PENG
+130.0%
-106.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.4% | -2.5% | +1.7% |
| 7D | +20.0% | +4.5% | +15.4% | +18.2% |
| 30D | +11.9% | -7.1% | +19.0% | +14.8% |
| 3M | -36.9% | -27.3% | -9.7% | -31.6% |
| 6M | +56.5% | +169.6% | -113.1% | +8.5% |
| YTD | +10.4% | +164.6% | -154.2% | -23.0% |
| 1Y | +3.1% | +109.5% | -106.4% | -22.8% |
| 3Y | -2.6% | +98.9% | -101.5% | -31.0% |
| 5Y | +25.2% | +116.3% | -91.1% | -12.7% |
| All | +23.8% | +130.0% | -106.2% | -13.9% |
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