+619.6%
PBR vs PENG
+597.2%
+22.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.8% | -3.3% |
| 7D | -16.0% | -19.4% | +3.5% | -13.7% |
| 30D | -22.8% | -42.4% | +19.6% | -17.2% |
| 3M | +3.0% | -25.6% | +28.6% | +5.0% |
| 6M | -8.1% | +7.3% | -15.4% | -15.3% |
| YTD | +63.1% | +113.9% | -50.7% | +30.2% |
| 1Y | +59.3% | +93.6% | -34.3% | +29.0% |
| 3Y | +66.1% | +170.2% | -104.1% | +17.1% |
| 5Y | +495.8% | +44.2% | +451.6% | +341.4% |
| All | +619.6% | +597.2% | +22.4% | +290.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling