+662.8%
PENG vs BTG
+185.6%
+477.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.2% |
| 7D | +7.8% | +4.8% | +3.0% | +6.5% |
| 30D | -12.2% | +8.3% | -20.6% | -14.2% |
| 3M | -20.6% | +32.3% | -52.9% | -27.1% |
| 6M | +180.9% | +3.0% | +178.0% | +174.3% |
| YTD | +162.3% | +21.9% | +140.4% | +143.9% |
| 1Y | +107.3% | +28.2% | +79.1% | +89.0% |
| 3Y | +110.8% | +99.9% | +10.9% | +64.9% |
| 5Y | +117.8% | +73.6% | +44.3% | +71.0% |
| All | +662.8% | +185.6% | +477.2% | +434.8% |
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