+109.5%
PENG vs BTG
+38.4%
+71.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.8% | +6.8% |
| 7D | +4.5% | -0.9% | +5.4% | +4.7% |
| 30D | -7.1% | +36.8% | -43.9% | -16.2% |
| 3M | -27.3% | +23.1% | -50.4% | -32.1% |
| 6M | +169.6% | +3.5% | +166.1% | +163.9% |
| YTD | +164.6% | +25.5% | +139.1% | +140.2% |
| 1Y | +109.5% | +40.1% | +69.4% | +84.5% |
| All | +109.5% | +38.4% | +71.1% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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