+662.8%
PENG vs BG
+110.3%
+552.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -2.7% |
| 7D | +7.8% | +2.4% | +5.4% | +6.6% |
| 30D | -12.2% | +15.0% | -27.2% | -17.7% |
| 3M | -20.6% | -0.7% | -20.0% | -21.1% |
| 6M | +180.9% | +7.5% | +173.4% | +168.7% |
| YTD | +162.3% | +41.6% | +120.7% | +122.4% |
| 1Y | +107.3% | +50.7% | +56.6% | +69.6% |
| 3Y | +110.8% | +20.3% | +90.5% | +84.8% |
| 5Y | +117.8% | +85.2% | +32.6% | +45.9% |
| All | +662.8% | +110.3% | +552.5% | +308.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling