+107.8%
PENG vs SBAC
-43.7%
+151.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.1% | +7.5% | +6.7% |
| 7D | +4.5% | -0.8% | +5.3% | +4.7% |
| 30D | -7.1% | +6.9% | -14.0% | -8.7% |
| 3M | -27.3% | -8.2% | -19.0% | -26.0% |
| 6M | +169.6% | -1.6% | +171.2% | +164.2% |
| YTD | +164.6% | -0.1% | +164.7% | +157.8% |
| 1Y | +109.5% | -0.5% | +109.9% | +104.2% |
| 3Y | +98.9% | -9.1% | +108.0% | +91.7% |
| All | +107.8% | -43.7% | +151.5% | +156.7% |
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