+149.8%
PENG vs SARO
-21.1%
+170.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | +7.8% | +1.1% | +6.7% | +7.4% |
| 30D | -12.2% | -16.2% | +4.0% | -5.8% |
| 3M | -20.6% | -1.3% | -19.3% | -20.4% |
| 6M | +180.9% | -15.2% | +196.2% | +195.2% |
| YTD | +162.3% | -14.7% | +176.9% | +174.2% |
| 1Y | +107.3% | -9.1% | +116.3% | +109.6% |
| All | +149.8% | -21.1% | +170.8% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling