+108.8%
PENG vs BTG
+29.1%
+79.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.9% |
| 7D | +7.3% | +2.4% | +4.9% | +6.5% |
| 30D | -7.5% | +9.5% | -17.0% | -10.2% |
| 3M | -17.2% | +38.5% | -55.7% | -26.5% |
| 6M | +176.7% | +5.6% | +171.1% | +169.1% |
| YTD | +161.0% | +23.9% | +137.1% | +137.7% |
| 1Y | +108.8% | +32.1% | +76.7% | +70.0% |
| All | +108.8% | +29.1% | +79.8% | +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