+117.9%
BTSG vs PENG
+120.5%
-2.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.1% | +9.0% | +0.9% |
| 7D | +17.4% | -20.5% | +37.9% | +19.8% |
| 30D | +12.6% | -20.4% | +32.9% | +14.2% |
| 3M | +11.2% | -16.4% | +27.6% | +11.7% |
| 6M | +30.4% | +49.2% | -18.9% | +10.4% |
| YTD | +86.4% | +147.2% | -60.8% | +36.2% |
| 1Y | +117.9% | +124.7% | -6.8% | +60.5% |
| All | +117.9% | +120.5% | -2.6% | +60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling