+549.5%
BTSG vs PENG
+131.9%
+417.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.8% |
| 7D | +8.5% | +34.6% | -26.1% | +4.5% |
| 30D | +14.0% | -35.9% | +50.0% | +18.8% |
| 3M | +19.7% | -14.7% | +34.4% | +19.7% |
| 6M | +28.7% | +13.5% | +15.2% | +20.1% |
| YTD | +90.8% | +156.1% | -65.3% | +56.2% |
| 1Y | +112.4% | +141.3% | -28.9% | +74.9% |
| All | +549.5% | +131.9% | +417.6% | +417.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling