+7.3%
PENG vs BBAI
-45.6%
+52.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.4% | +12.4% |
| 7D | -19.4% | -14.6% | -4.8% | -9.2% |
| 30D | -42.4% | -11.6% | -30.8% | -36.4% |
| 3M | -25.6% | -26.2% | +0.6% | -8.2% |
| 6M | +7.3% | -49.2% | +56.5% | +65.6% |
| All | +7.3% | -45.6% | +52.9% | +65.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling