+124.7%
PENG vs SBAC
+2.4%
+122.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.8% | -14.9% | -9.2% |
| 7D | -20.5% | +5.8% | -26.3% | -20.6% |
| 30D | -20.4% | +20.8% | -41.2% | -21.4% |
| 3M | -16.4% | +4.8% | -21.2% | -17.0% |
| 6M | +49.2% | -9.1% | +58.4% | +55.4% |
| YTD | +147.2% | +3.1% | +144.1% | +133.3% |
| 1Y | +124.7% | +2.2% | +122.5% | +114.5% |
| All | +124.7% | +2.4% | +122.3% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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