+107.8%
PENG vs BUD
+46.3%
+61.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.3% | +6.4% |
| 7D | +4.5% | +0.3% | +4.3% | +4.4% |
| 30D | -7.1% | -5.7% | -1.4% | -4.9% |
| 3M | -27.3% | +3.1% | -30.4% | -29.1% |
| 6M | +169.6% | +7.9% | +161.7% | +157.2% |
| YTD | +164.6% | +27.3% | +137.3% | +134.6% |
| 1Y | +109.5% | +37.8% | +71.7% | +78.2% |
| 3Y | +98.9% | +49.8% | +49.1% | +55.6% |
| All | +107.8% | +46.3% | +61.5% | +51.0% |
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