+496.0%
PBR vs PENG
+115.2%
+380.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -2.2% |
| 7D | +8.6% | +4.5% | +4.0% | +8.3% |
| 30D | +12.8% | -7.1% | +19.9% | +13.1% |
| 3M | +14.7% | -27.3% | +41.9% | +15.5% |
| 6M | +25.2% | +169.6% | -144.4% | +15.4% |
| YTD | +77.1% | +164.6% | -87.5% | +63.1% |
| 1Y | +69.6% | +109.5% | -39.9% | +58.4% |
| 3Y | +95.6% | +98.9% | -3.4% | +77.8% |
| All | +496.0% | +115.2% | +380.8% | +466.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling