+99.1%
PENG vs BBAI
-77.0%
+176.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.9% | +11.2% | +10.4% |
| 7D | +1.9% | -10.2% | +12.0% | +2.5% |
| 30D | -37.8% | 0.0% | -37.8% | -37.7% |
| 3M | -14.1% | -30.9% | +16.8% | -12.6% |
| 6M | +13.1% | -46.8% | +59.9% | +16.4% |
| YTD | +151.8% | -57.4% | +209.2% | +160.4% |
| 1Y | +136.0% | -62.0% | +198.0% | +144.5% |
| 3Y | +217.9% | +47.4% | +170.5% | +212.8% |
| 5Y | +64.1% | -77.0% | +141.0% | +57.9% |
| All | +99.1% | -77.0% | +176.1% | +94.1% |
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