+612.6%
PBR vs PENG
+661.7%
-49.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.3% | -10.2% | -2.4% |
| 7D | -13.3% | -3.8% | -9.5% | -13.4% |
| 30D | -27.5% | -40.1% | +12.6% | -22.7% |
| 3M | +5.2% | -21.8% | +27.0% | +6.4% |
| 6M | -6.4% | +3.3% | -9.7% | -12.8% |
| YTD | +61.6% | +133.6% | -72.1% | +27.1% |
| 1Y | +48.9% | +110.7% | -61.8% | +19.0% |
| 3Y | +70.0% | +204.3% | -134.2% | +17.4% |
| 5Y | +469.0% | +54.4% | +414.6% | +317.9% |
| All | +612.6% | +661.7% | -49.1% | +281.7% |
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