+579.6%
PENG vs BTG
+198.7%
+380.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.2% | +4.1% | +7.9% |
| 7D | -3.8% | +19.1% | -22.9% | -8.4% |
| 30D | -40.1% | +8.2% | -48.3% | -41.4% |
| 3M | -21.8% | +13.3% | -35.1% | -24.6% |
| 6M | +3.3% | +8.1% | -4.8% | 0.0% |
| YTD | +133.6% | +27.5% | +106.1% | +114.4% |
| 1Y | +110.7% | +47.1% | +63.6% | +86.6% |
| 3Y | +204.3% | +105.8% | +98.5% | +138.2% |
| 5Y | +54.4% | +55.8% | -1.4% | +24.5% |
| All | +579.6% | +198.7% | +380.8% | +370.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling