+50.4%
PENG vs BBAI
-77.8%
+128.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -13.3% | -9.7% | -22.4% |
| 7D | -36.7% | -16.9% | -19.8% | -36.1% |
| 30D | -42.0% | -14.0% | -28.1% | -41.6% |
| 3M | -33.2% | -26.7% | -6.5% | -32.2% |
| 6M | +2.1% | -46.4% | +48.5% | +5.0% |
| YTD | +90.3% | -58.9% | +149.2% | +97.1% |
| 1Y | +67.7% | -63.8% | +131.4% | +74.0% |
| 3Y | +154.2% | +54.2% | +100.1% | +150.4% |
| 5Y | +28.3% | -77.7% | +106.0% | +23.9% |
| All | +50.4% | -77.8% | +128.2% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling