+453.5%
PENG vs BUD
-15.1%
+468.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | +1.8% | -24.8% | -23.9% |
| 7D | -36.7% | +7.1% | -43.8% | -39.4% |
| 30D | -42.0% | +12.7% | -54.7% | -46.5% |
| 3M | -33.2% | 0.0% | -33.2% | -34.6% |
| 6M | +2.1% | +7.6% | -5.5% | -4.9% |
| YTD | +90.3% | +35.0% | +55.3% | +56.8% |
| 1Y | +67.7% | +37.6% | +30.1% | +36.3% |
| 3Y | +154.2% | +51.5% | +102.7% | +88.3% |
| 5Y | +28.3% | +50.2% | -21.9% | -6.5% |
| All | +453.5% | -15.1% | +468.6% | +427.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling