+140.4%
PENG vs BUD
+51.6%
+88.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | +1.8% | -24.8% | -23.0% |
| 7D | -36.7% | +7.1% | -43.8% | -36.9% |
| 30D | -42.0% | +12.7% | -54.7% | -42.9% |
| 3M | -33.2% | 0.0% | -33.2% | -32.8% |
| 6M | +2.1% | +7.6% | -5.5% | +0.5% |
| YTD | +90.3% | +35.0% | +55.3% | +78.6% |
| 1Y | +67.7% | +37.6% | +30.1% | +56.8% |
| All | +140.4% | +51.6% | +88.9% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling