+107.8%
PENG vs BG
+76.3%
+31.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.8% |
| 7D | +4.5% | +2.8% | +1.7% | +3.6% |
| 30D | -7.1% | +12.0% | -19.1% | -10.5% |
| 3M | -27.3% | -7.7% | -19.6% | -25.8% |
| 6M | +169.6% | +4.5% | +165.1% | +163.7% |
| YTD | +164.6% | +35.7% | +128.9% | +139.2% |
| 1Y | +109.5% | +50.1% | +59.4% | +82.5% |
| 3Y | +98.9% | +12.6% | +86.3% | +86.3% |
| All | +107.8% | +76.3% | +31.5% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling