+55.8%
BWA vs PENG
+597.2%
-541.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.4% | -9.7% | +0.3% |
| 7D | -5.5% | -19.4% | +14.0% | -2.2% |
| 30D | -21.7% | -42.4% | +20.7% | -14.1% |
| 3M | -25.6% | -25.6% | 0.0% | -23.0% |
| 6M | -17.4% | +7.3% | -24.7% | -22.8% |
| YTD | +9.2% | +113.9% | -104.7% | -12.1% |
| 1Y | +9.7% | +93.6% | -83.8% | -10.2% |
| 3Y | +54.6% | +170.2% | -115.6% | +11.7% |
| 5Y | +26.8% | +44.2% | -17.4% | -2.7% |
| All | +55.8% | +597.2% | -541.4% | -0.5% |
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 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