+109.5%
PENG vs SARO
-7.4%
+116.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.7% | +6.2% |
| 7D | +4.5% | -0.8% | +5.3% | +4.8% |
| 30D | -7.1% | -20.0% | +12.9% | -0.6% |
| 3M | -27.3% | -2.9% | -24.4% | -26.9% |
| 6M | +169.6% | -17.7% | +187.2% | +185.3% |
| YTD | +164.6% | -13.5% | +178.1% | +170.9% |
| 1Y | +109.5% | -9.7% | +119.2% | +110.3% |
| All | +109.5% | -7.4% | +116.9% | +110.3% |
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