+91.0%
BWA vs PENG
+115.2%
-24.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.7% | +1.4% |
| 7D | +5.7% | +4.5% | +1.1% | +4.7% |
| 30D | +1.4% | -7.1% | +8.5% | +2.7% |
| 3M | -12.1% | -27.3% | +15.2% | -8.8% |
| 6M | +28.6% | +169.6% | -141.0% | -0.1% |
| YTD | +51.1% | +164.6% | -113.5% | +17.2% |
| 1Y | +55.9% | +109.5% | -53.6% | +25.7% |
| 3Y | +70.1% | +98.9% | -28.8% | +26.6% |
| All | +91.0% | +115.2% | -24.2% | +38.9% |
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 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