+124.7%
PENG vs SARO
-7.8%
+132.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.9% | -11.0% | -9.4% |
| 7D | -20.5% | +15.8% | -36.2% | -22.9% |
| 30D | -20.4% | +22.2% | -42.6% | -23.9% |
| 3M | -16.4% | -16.2% | -0.2% | -9.4% |
| 6M | +49.2% | +4.6% | +44.6% | +43.0% |
| YTD | +147.2% | -10.4% | +157.5% | +153.8% |
| 1Y | +124.7% | -6.5% | +131.2% | +124.2% |
| All | +124.7% | -7.8% | +132.5% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling