+89.6%
PENG vs SARO
-11.3%
+100.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.4% | -4.0% |
| 7D | 0.0% | -4.0% | +4.0% | +1.4% |
| 30D | -15.2% | -16.1% | +0.9% | -10.1% |
| 3M | -16.9% | -4.5% | -12.4% | -15.7% |
| 6M | +161.5% | -17.0% | +178.6% | +173.4% |
| YTD | +148.6% | -17.5% | +166.1% | +158.5% |
| 1Y | +89.6% | -12.3% | +101.9% | +89.7% |
| All | +89.6% | -11.3% | +100.9% | +89.7% |
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