+206.9%
PENG vs BTG
+82.1%
+124.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.2% |
| 7D | +13.2% | -9.1% | +22.3% | +16.1% |
| 30D | -29.9% | -1.6% | -28.3% | -29.9% |
| 3M | -22.2% | -2.8% | -19.4% | -22.0% |
| 6M | -1.9% | -7.6% | +5.7% | -0.9% |
| YTD | +142.1% | +10.2% | +131.9% | +130.5% |
| 1Y | +151.5% | +21.3% | +130.3% | +133.4% |
| 3Y | +206.9% | +82.7% | +124.2% | +151.7% |
| All | +206.9% | +82.1% | +124.9% | +151.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling