+103.3%
PENG vs BBAI
-58.8%
+162.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +10.4% | -1.1% | +5.2% |
| 7D | -3.8% | -5.0% | +1.2% | -1.1% |
| 30D | -40.1% | +2.5% | -42.6% | -40.1% |
| 3M | -21.8% | -25.1% | +3.3% | -13.4% |
| 6M | +3.3% | -41.4% | +44.7% | +21.2% |
| YTD | +133.6% | -54.6% | +188.3% | +178.6% |
| All | +103.3% | -58.8% | +162.0% | +142.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling