+453.5%
PENG vs SBAC
+58.5%
+395.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -1.2% | -21.8% | -22.6% |
| 7D | -36.7% | +4.4% | -41.1% | -37.7% |
| 30D | -42.0% | +13.8% | -55.8% | -44.8% |
| 3M | -33.2% | +9.0% | -42.2% | -35.4% |
| 6M | +2.1% | -10.0% | +12.1% | +4.0% |
| YTD | +90.3% | +1.8% | +88.5% | +83.0% |
| 1Y | +67.7% | +1.1% | +66.5% | +61.7% |
| 3Y | +154.2% | -9.5% | +163.8% | +146.3% |
| 5Y | +28.3% | -39.0% | +67.3% | +48.9% |
| All | +453.5% | +58.5% | +395.0% | +334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling