+77.1%
PBR vs PENG
+106.3%
-29.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | +0.3% | +7.3% | -7.0% | +0.4% |
| 30D | +17.5% | -7.5% | +25.0% | +17.5% |
| 3M | +20.9% | -17.2% | +38.1% | +20.9% |
| 6M | +20.2% | +176.7% | -156.5% | +22.6% |
| YTD | +84.3% | +161.0% | -76.8% | +87.8% |
| 1Y | +77.1% | +108.8% | -31.7% | +81.7% |
| All | +77.1% | +106.3% | -29.2% | +81.7% |
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 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