+43.6%
PENG vs BTG
+47.1%
-3.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.5% | +9.9% | +11.8% |
| 7D | -19.4% | +17.4% | -36.8% | -23.2% |
| 30D | -42.4% | +8.0% | -50.4% | -43.6% |
| 3M | -25.6% | +32.5% | -58.2% | -31.3% |
| 6M | +7.3% | +21.6% | -14.3% | +1.1% |
| YTD | +113.9% | +21.2% | +92.6% | +99.7% |
| 1Y | +93.6% | +43.9% | +49.7% | +73.8% |
| 3Y | +170.2% | +78.6% | +91.6% | +121.4% |
| All | +43.6% | +47.1% | -3.5% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling