+54.4%
PENG vs BUD
+51.0%
+3.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.3% | +7.9% | +8.9% |
| 7D | -3.8% | +1.3% | -5.1% | -4.5% |
| 30D | -40.1% | +10.0% | -50.1% | -42.7% |
| 3M | -21.8% | +1.6% | -23.4% | -23.0% |
| 6M | +3.3% | +6.5% | -3.2% | -1.3% |
| YTD | +133.6% | +34.8% | +98.8% | +102.0% |
| 1Y | +110.7% | +36.5% | +74.2% | +80.8% |
| 3Y | +204.3% | +49.0% | +155.3% | +143.7% |
| 5Y | +54.4% | +51.7% | +2.7% | +17.8% |
| All | +54.4% | +51.0% | +3.4% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling