-20.7%
FBTC vs PENG
+120.5%
-141.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.1% | +11.9% | +3.5% |
| 7D | -1.8% | -20.5% | +18.7% | -0.1% |
| 30D | -6.6% | -20.4% | +13.7% | -5.4% |
| 3M | +24.5% | -16.4% | +40.9% | +25.3% |
| 6M | -0.2% | +49.2% | -49.4% | -17.6% |
| YTD | -8.7% | +147.2% | -155.9% | -38.6% |
| 1Y | -20.7% | +124.7% | -145.4% | -44.6% |
| All | -20.7% | +120.5% | -141.2% | -44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling