+632.3%
PENG vs BUD
-16.3%
+648.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.3% | +12.6% | +11.4% |
| 7D | +1.9% | +0.5% | +1.4% | +1.2% |
| 30D | -37.8% | +7.4% | -45.2% | -41.1% |
| 3M | -14.1% | +4.3% | -18.4% | -17.9% |
| 6M | +13.1% | +5.3% | +7.8% | +6.2% |
| YTD | +151.8% | +33.2% | +118.5% | +108.4% |
| 1Y | +136.0% | +31.8% | +104.2% | +96.0% |
| 3Y | +217.9% | +47.8% | +170.2% | +138.3% |
| 5Y | +64.1% | +50.2% | +13.9% | +19.1% |
| All | +632.3% | -16.3% | +648.6% | +600.7% |
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