+188.2%
PENG vs BBAI
+51.6%
+136.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -1.5% |
| 7D | -16.1% | -8.3% | -7.8% | -14.5% |
| 30D | -41.5% | -2.9% | -38.5% | -40.9% |
| 3M | -19.1% | -28.2% | +9.1% | -14.7% |
| 6M | +0.9% | -44.5% | +45.4% | +10.3% |
| YTD | +128.2% | -57.0% | +185.3% | +154.8% |
| 1Y | +98.6% | -59.4% | +157.9% | +121.4% |
| 3Y | +188.2% | +48.7% | +139.5% | +141.7% |
| All | +188.2% | +51.6% | +136.6% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling