+579.6%
PENG vs BG
+71.8%
+507.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.1% | +7.2% | +8.4% |
| 7D | -3.8% | +7.4% | -11.2% | -6.6% |
| 30D | -40.1% | -1.5% | -38.6% | -39.9% |
| 3M | -21.8% | -6.1% | -15.7% | -21.0% |
| 6M | +3.3% | -18.0% | +21.3% | +10.1% |
| YTD | +133.6% | +15.6% | +118.0% | +113.3% |
| 1Y | +110.7% | +9.6% | +101.1% | +96.5% |
| 3Y | +204.3% | +6.3% | +198.0% | +177.5% |
| 5Y | +54.4% | +24.6% | +29.8% | +24.0% |
| All | +579.6% | +71.8% | +507.8% | +291.4% |
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