+604.2%
PENG vs SBAC
+56.5%
+547.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -6.0% |
| 7D | +13.2% | +0.6% | +12.6% | +12.9% |
| 30D | -29.9% | +5.5% | -35.4% | -31.6% |
| 3M | -22.2% | +3.1% | -25.3% | -23.5% |
| 6M | -1.9% | -7.0% | +5.1% | -1.5% |
| YTD | +142.1% | +0.5% | +141.6% | +133.6% |
| 1Y | +151.5% | +0.2% | +151.3% | +142.8% |
| 3Y | +206.9% | -7.4% | +214.3% | +193.2% |
| 5Y | +58.2% | -39.7% | +97.9% | +84.0% |
| All | +604.2% | +56.5% | +547.8% | +453.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling