+38.0%
PBR vs PENG
+120.3%
-82.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.3% | -12.8% | -2.4% |
| 7D | -9.1% | +1.9% | -11.0% | -9.0% |
| 30D | -29.9% | -37.8% | +7.9% | -30.5% |
| 3M | +2.3% | -14.1% | +16.4% | +2.5% |
| 6M | -10.9% | +13.1% | -24.0% | -7.5% |
| YTD | +56.9% | +151.8% | -94.9% | +66.4% |
| 1Y | +38.0% | +136.0% | -98.0% | +46.5% |
| All | +38.0% | +120.3% | -82.2% | +46.5% |
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 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