+111.0%
PBF vs PENG
+120.5%
-9.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.1% | +2.4% | -6.2% |
| 7D | -0.9% | -20.5% | +19.6% | +0.1% |
| 30D | -13.7% | -20.4% | +6.6% | -13.0% |
| 3M | +10.6% | -16.4% | +27.0% | +10.8% |
| 6M | +61.2% | +49.2% | +11.9% | +71.6% |
| YTD | +172.7% | +147.2% | +25.5% | +197.1% |
| 1Y | +111.0% | +124.7% | -13.7% | +132.5% |
| All | +111.0% | +120.5% | -9.5% | +132.5% |
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 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