+91.4%
PENG vs BBAI
-80.9%
+172.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.7% | +2.3% | -5.1% |
| 7D | +13.2% | -14.0% | +27.2% | +14.0% |
| 30D | -29.9% | -12.4% | -17.5% | -29.4% |
| 3M | -22.2% | -42.8% | +20.6% | -20.2% |
| 6M | -1.9% | -54.6% | +52.7% | +1.7% |
| YTD | +142.1% | -64.6% | +206.8% | +152.5% |
| 1Y | +151.5% | -69.9% | +221.4% | +163.3% |
| 3Y | +206.9% | +7.3% | +199.6% | +204.9% |
| 5Y | +58.2% | -80.8% | +139.1% | +53.7% |
| All | +91.4% | -80.9% | +172.3% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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