+69.6%
PBR vs PENG
+118.5%
-48.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -1.8% |
| 7D | +8.6% | +4.5% | +4.0% | +8.7% |
| 30D | +12.8% | -7.1% | +19.9% | +12.8% |
| 3M | +14.7% | -27.3% | +41.9% | +14.1% |
| 6M | +25.2% | +169.6% | -144.4% | +28.0% |
| YTD | +77.1% | +164.6% | -87.5% | +80.6% |
| 1Y | +69.6% | +109.5% | -39.9% | +73.9% |
| All | +69.6% | +118.5% | -48.9% | +73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling