+323.8%
PBF vs PENG
+735.0%
-411.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.8% |
| 7D | +4.3% | +34.6% | -30.3% | -3.2% |
| 30D | -21.8% | -35.9% | +14.1% | -14.7% |
| 3M | +1.7% | -14.7% | +16.4% | +2.1% |
| 6M | +69.8% | +13.5% | +56.3% | +50.6% |
| YTD | +167.7% | +156.1% | +11.6% | +84.0% |
| 1Y | +89.0% | +141.3% | -52.4% | +31.6% |
| 3Y | +78.8% | +223.4% | -144.7% | +3.8% |
| 5Y | +415.4% | +67.4% | +348.0% | +230.2% |
| All | +323.8% | +735.0% | -411.2% | +84.1% |
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