+54.4%
PENG vs SBAC
-40.7%
+95.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +9.1% |
| 7D | -3.8% | +3.0% | -6.8% | -4.6% |
| 30D | -40.1% | +4.3% | -44.4% | -40.9% |
| 3M | -21.8% | +4.1% | -25.9% | -22.9% |
| 6M | +3.3% | -11.6% | +14.9% | +5.9% |
| YTD | +133.6% | +0.4% | +133.3% | +126.3% |
| 1Y | +110.7% | -1.1% | +111.8% | +105.2% |
| 3Y | +204.3% | -7.3% | +211.5% | +190.1% |
| 5Y | +54.4% | -40.8% | +95.1% | +100.8% |
| All | +54.4% | -40.7% | +95.1% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling