+299.9%
PBF vs PENG
+597.2%
-297.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.4% | -14.0% | -4.6% |
| 7D | -13.8% | -19.4% | +5.7% | -10.0% |
| 30D | -19.6% | -42.4% | +22.8% | -10.2% |
| 3M | +10.3% | -25.6% | +35.9% | +14.2% |
| 6M | +63.4% | +7.3% | +56.2% | +46.2% |
| YTD | +152.6% | +113.9% | +38.8% | +81.4% |
| 1Y | +87.4% | +93.6% | -6.2% | +37.8% |
| 3Y | +63.3% | +170.2% | -107.0% | -1.0% |
| 5Y | +412.5% | +44.2% | +368.3% | +239.3% |
| All | +299.9% | +597.2% | -297.3% | +81.5% |
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 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