+645.0%
PENG vs SBAC
+54.2%
+590.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | +34.6% | -2.7% | +37.3% | +35.7% |
| 30D | -35.9% | +3.3% | -39.2% | -37.0% |
| 3M | -14.7% | +3.3% | -18.0% | -16.1% |
| 6M | +13.5% | -10.9% | +24.5% | +15.7% |
| YTD | +156.1% | -1.0% | +157.1% | +148.3% |
| 1Y | +141.3% | -4.5% | +145.8% | +137.5% |
| 3Y | +223.4% | -8.7% | +232.2% | +210.6% |
| 5Y | +67.4% | -40.6% | +108.0% | +95.7% |
| All | +645.0% | +54.2% | +590.8% | +489.0% |
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