+604.2%
PENG vs BG
+72.6%
+531.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.1% | -6.1% |
| 7D | +13.2% | +2.6% | +10.6% | +12.1% |
| 30D | -29.9% | -6.7% | -23.3% | -28.1% |
| 3M | -22.2% | -9.3% | -13.0% | -20.2% |
| 6M | -1.9% | -18.3% | +16.5% | +4.8% |
| YTD | +142.1% | +16.2% | +125.9% | +120.7% |
| 1Y | +151.5% | +7.6% | +143.9% | +136.6% |
| 3Y | +206.9% | +6.6% | +200.4% | +179.7% |
| 5Y | +58.2% | +22.2% | +36.0% | +28.5% |
| All | +604.2% | +72.6% | +531.7% | +304.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling