+103.3%
PENG vs BTG
+40.3%
+63.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.2% | +4.1% | +7.6% |
| 7D | -3.8% | +19.1% | -22.9% | -9.4% |
| 30D | -40.1% | +8.2% | -48.3% | -41.5% |
| 3M | -21.8% | +13.3% | -35.1% | -24.8% |
| 6M | +3.3% | +8.1% | -4.8% | +1.1% |
| YTD | +133.6% | +27.5% | +106.1% | +105.6% |
| All | +103.3% | +40.3% | +63.0% | +70.0% |
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