+313.4%
PBF vs PENG
+661.7%
-348.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.3% | -5.9% | +1.2% |
| 7D | -7.4% | -3.8% | -3.6% | -7.4% |
| 30D | -17.5% | -40.1% | +22.6% | -8.5% |
| 3M | +13.1% | -21.8% | +34.9% | +15.8% |
| 6M | +72.6% | +3.3% | +69.3% | +56.6% |
| YTD | +161.2% | +133.6% | +27.6% | +83.5% |
| 1Y | +93.3% | +110.7% | -17.4% | +39.3% |
| 3Y | +80.7% | +204.3% | -123.6% | +6.2% |
| 5Y | +396.1% | +54.4% | +341.7% | +223.6% |
| All | +313.4% | +661.7% | -348.3% | +83.7% |
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