+718.6%
PBF vs PENG
+115.2%
+603.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.8% | -2.4% |
| 7D | +4.3% | +4.5% | -0.3% | +3.5% |
| 30D | +22.0% | -7.1% | +29.1% | +23.0% |
| 3M | +74.5% | -27.3% | +101.8% | +78.8% |
| 6M | +67.7% | +169.6% | -101.9% | +33.3% |
| YTD | +179.2% | +164.6% | +14.6% | +121.0% |
| 1Y | +170.0% | +109.5% | +60.5% | +122.4% |
| 3Y | +66.4% | +98.9% | -32.5% | +26.7% |
| All | +718.6% | +115.2% | +603.4% | +586.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling