+124.7%
PENG vs BUD
+38.4%
+86.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.1% | -12.2% | -8.4% |
| 7D | -20.5% | +3.3% | -23.8% | -19.9% |
| 30D | -20.4% | +11.8% | -32.2% | -20.9% |
| 3M | -16.4% | -1.1% | -15.3% | -14.8% |
| 6M | +49.2% | +14.9% | +34.3% | +39.0% |
| YTD | +147.2% | +32.6% | +114.6% | +122.6% |
| 1Y | +124.7% | +37.2% | +87.5% | +103.5% |
| All | +124.7% | +38.4% | +86.3% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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