+136.0%
PENG vs SBAC
-2.9%
+138.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.7% | +11.1% | +10.3% |
| 7D | +1.9% | -2.8% | +4.6% | +2.0% |
| 30D | -37.8% | +3.1% | -40.9% | -37.8% |
| 3M | -14.1% | +5.1% | -19.2% | -14.7% |
| 6M | +13.1% | -11.4% | +24.5% | +17.9% |
| YTD | +151.8% | +0.2% | +151.6% | +139.9% |
| 1Y | +136.0% | -3.9% | +139.9% | +140.9% |
| All | +136.0% | -2.9% | +138.9% | +140.9% |
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 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