+325.7%
PBF vs PENG
+689.3%
-363.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +5.9% | +1.8% |
| 7D | +6.5% | +13.2% | -6.8% | +3.2% |
| 30D | -20.0% | -29.9% | +9.9% | -14.4% |
| 3M | -3.3% | -22.2% | +18.9% | -0.9% |
| 6M | +76.8% | -1.9% | +78.7% | +63.0% |
| YTD | +168.9% | +142.1% | +26.8% | +87.3% |
| 1Y | +96.4% | +151.5% | -55.2% | +34.9% |
| 3Y | +77.2% | +206.9% | -129.7% | +4.1% |
| 5Y | +417.7% | +58.2% | +359.5% | +236.0% |
| All | +325.7% | +689.3% | -363.7% | +87.4% |
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