+224.7%
PENG vs BG
+4.7%
+220.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +34.6% | +1.5% | +33.1% | +34.4% |
| 30D | -35.9% | -7.0% | -28.9% | -35.2% |
| 3M | -14.7% | -10.0% | -4.7% | -13.8% |
| 6M | +13.5% | -19.8% | +33.3% | +17.5% |
| YTD | +156.1% | +14.3% | +141.9% | +144.9% |
| 1Y | +141.3% | +6.5% | +134.8% | +133.7% |
| All | +224.7% | +4.7% | +220.0% | +216.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling