+331.7%
PBF vs PENG
+705.8%
-374.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.1% | +2.4% | -4.5% |
| 7D | -0.9% | -20.5% | +19.6% | +4.2% |
| 30D | -13.7% | -20.4% | +6.6% | -10.4% |
| 3M | +10.6% | -16.4% | +27.0% | +12.4% |
| 6M | +61.2% | +49.2% | +11.9% | +33.0% |
| YTD | +172.7% | +147.2% | +25.5% | +90.7% |
| 1Y | +111.0% | +124.7% | -13.7% | +50.9% |
| 3Y | +73.6% | +230.3% | -156.7% | +0.6% |
| 5Y | +479.7% | +71.4% | +408.3% | +270.2% |
| All | +331.7% | +705.8% | -374.2% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling