+46.4%
FBTC vs PENG
+131.0%
-84.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -2.9% |
| 7D | -9.2% | +13.2% | -22.4% | -10.5% |
| 30D | -15.8% | -29.9% | +14.1% | -13.1% |
| 3M | +8.7% | -22.2% | +30.9% | +10.1% |
| 6M | -13.6% | -1.9% | -11.7% | -18.4% |
| YTD | -21.5% | +142.1% | -163.6% | -38.2% |
| 1Y | -29.9% | +151.5% | -181.4% | -45.2% |
| All | +46.4% | +131.0% | -84.6% | +10.9% |
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 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