+137.2%
PENG vs BG
+7.0%
+130.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.9% | +9.5% | +10.3% |
| 7D | +1.9% | +3.4% | -1.5% | +1.8% |
| 30D | -37.8% | -3.8% | -34.0% | -37.5% |
| 3M | -14.1% | -9.6% | -4.5% | -14.0% |
| 6M | +13.1% | -19.5% | +32.6% | +16.6% |
| YTD | +151.8% | +14.6% | +137.2% | +117.1% |
| All | +137.2% | +7.0% | +130.3% | +103.4% |
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 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