+111.5%
BWA vs PENG
+755.0%
-643.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +4.3% | +7.8% | -3.5% | +2.7% |
| 30D | -2.9% | -12.2% | +9.3% | -0.6% |
| 3M | -12.4% | -20.6% | +8.2% | -10.7% |
| 6M | +28.6% | +180.9% | -152.4% | +0.7% |
| YTD | +48.2% | +162.3% | -114.0% | +17.1% |
| 1Y | +50.9% | +107.3% | -56.3% | +23.7% |
| 3Y | +72.2% | +110.8% | -38.6% | +29.3% |
| 5Y | +91.1% | +117.8% | -26.8% | +37.9% |
| All | +111.5% | +755.0% | -643.5% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling