+103.3%
PENG vs BG
+8.4%
+94.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.1% | +7.2% | +9.2% |
| 7D | -3.8% | +7.4% | -11.2% | -4.0% |
| 30D | -40.1% | -1.5% | -38.6% | -39.9% |
| 3M | -21.8% | -6.1% | -15.7% | -22.5% |
| 6M | +3.3% | -18.0% | +21.3% | +6.0% |
| YTD | +133.6% | +15.6% | +118.0% | +106.4% |
| All | +103.3% | +8.4% | +94.9% | +77.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling