+141.3%
PENG vs BTG
+22.2%
+119.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +6.0% | +3.0% |
| 7D | +34.6% | -5.9% | +40.5% | +37.1% |
| 30D | -35.9% | -5.0% | -31.0% | -35.0% |
| 3M | -14.7% | -4.5% | -10.2% | -13.7% |
| 6M | +13.5% | -7.0% | +20.5% | +16.3% |
| YTD | +156.1% | +11.4% | +144.8% | +134.6% |
| 1Y | +141.3% | +20.1% | +121.2% | +111.9% |
| All | +141.3% | +22.2% | +119.1% | +111.9% |
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