+522.0%
PENG vs BG
+68.3%
+453.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.6% | +11.8% | +12.2% |
| 7D | -19.4% | +2.5% | -22.0% | -20.4% |
| 30D | -42.4% | -6.1% | -36.3% | -41.3% |
| 3M | -25.6% | -8.5% | -17.1% | -24.2% |
| 6M | +7.3% | -20.4% | +27.7% | +15.7% |
| YTD | +113.9% | +13.3% | +100.6% | +96.8% |
| 1Y | +93.6% | +7.3% | +86.3% | +81.9% |
| 3Y | +170.2% | +2.6% | +167.7% | +150.1% |
| 5Y | +44.2% | +22.0% | +22.2% | +16.8% |
| All | +522.0% | +68.3% | +453.7% | +261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling