+522.0%
PENG vs BUD
-16.4%
+538.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.5% | +13.8% | +13.1% |
| 7D | -19.4% | +4.5% | -23.9% | -22.0% |
| 30D | -42.4% | +12.5% | -54.9% | -46.8% |
| 3M | -25.6% | 0.0% | -25.6% | -27.3% |
| 6M | +7.3% | +3.8% | +3.5% | +1.6% |
| YTD | +113.9% | +33.1% | +80.8% | +77.3% |
| 1Y | +93.6% | +35.5% | +58.1% | +58.3% |
| 3Y | +170.2% | +49.4% | +120.8% | +101.3% |
| 5Y | +44.2% | +48.0% | -3.9% | +5.7% |
| All | +522.0% | -16.4% | +538.4% | +496.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling