+452.1%
BTSG vs PENG
+139.6%
+312.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.6% | -2.0% |
| 7D | +2.7% | +4.5% | -1.8% | +2.1% |
| 30D | -3.6% | -7.1% | +3.5% | -2.9% |
| 3M | +5.8% | -27.3% | +33.1% | +7.8% |
| 6M | +44.7% | +169.6% | -124.9% | +20.1% |
| YTD | +62.2% | +164.6% | -102.5% | +34.7% |
| 1Y | +152.1% | +109.5% | +42.6% | +114.1% |
| All | +452.1% | +139.6% | +312.5% | +346.1% |
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