+109.2%
PENG vs BBAI
-70.8%
+180.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.0% | +8.4% | +6.5% |
| 7D | +4.5% | -4.3% | +8.8% | +4.7% |
| 30D | -7.1% | -3.6% | -3.5% | -7.0% |
| 3M | -27.3% | -38.8% | +11.5% | -25.7% |
| 6M | +169.6% | -23.8% | +193.3% | +172.6% |
| YTD | +164.6% | -45.9% | +210.5% | +170.5% |
| 1Y | +109.5% | -40.8% | +150.2% | +112.9% |
| 3Y | +98.9% | +69.8% | +29.2% | +93.4% |
| 5Y | +116.3% | -70.3% | +186.6% | +108.1% |
| All | +109.2% | -70.8% | +180.0% | +101.6% |
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 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