+393.4%
PBF vs PENG
+50.3%
+343.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.9% | -4.9% |
| 7D | -15.3% | -16.1% | +0.8% | -13.4% |
| 30D | -21.8% | -41.5% | +19.7% | -16.3% |
| 3M | -0.2% | -19.1% | +18.9% | +0.9% |
| 6M | +63.6% | +0.9% | +62.7% | +55.1% |
| YTD | +147.5% | +128.2% | +19.3% | +99.7% |
| 1Y | +69.8% | +98.6% | -28.7% | +40.5% |
| 3Y | +65.3% | +188.2% | -122.9% | +18.5% |
| 5Y | +393.4% | +55.5% | +337.9% | +258.2% |
| All | +393.4% | +50.3% | +343.1% | +258.2% |
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