+148.6%
PENG vs SARO
-21.9%
+170.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.1% |
| 7D | +7.3% | +0.6% | +6.7% | +7.0% |
| 30D | -7.5% | -14.5% | +7.0% | -1.5% |
| 3M | -17.2% | -5.3% | -11.9% | -15.6% |
| 6M | +176.7% | -15.3% | +192.0% | +190.6% |
| YTD | +161.0% | -15.6% | +176.6% | +174.1% |
| 1Y | +108.8% | -9.1% | +117.9% | +111.1% |
| All | +148.6% | -21.9% | +170.5% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling