+43.6%
PENG vs SBAC
-40.3%
+84.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.9% | +14.3% | +12.9% |
| 7D | -19.4% | +1.2% | -20.7% | -19.8% |
| 30D | -42.4% | +11.2% | -53.6% | -44.2% |
| 3M | -25.6% | +4.5% | -30.1% | -26.8% |
| 6M | +7.3% | -12.2% | +19.4% | +10.1% |
| YTD | +113.9% | -0.1% | +114.0% | +107.4% |
| 1Y | +93.6% | -0.3% | +93.8% | +87.9% |
| 3Y | +170.2% | -8.7% | +178.9% | +159.6% |
| All | +43.6% | -40.3% | +84.0% | +86.4% |
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