+669.7%
PENG vs SBAC
+55.5%
+614.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.1% | +7.5% | +6.8% |
| 7D | +4.5% | -0.8% | +5.3% | +4.8% |
| 30D | -7.1% | +6.9% | -14.0% | -9.2% |
| 3M | -27.3% | -8.2% | -19.0% | -25.9% |
| 6M | +169.6% | -1.6% | +171.2% | +163.6% |
| YTD | +164.6% | -0.1% | +164.7% | +157.0% |
| 1Y | +109.5% | -0.5% | +109.9% | +103.5% |
| 3Y | +98.9% | -9.1% | +108.0% | +91.4% |
| 5Y | +116.3% | -43.8% | +160.0% | +159.9% |
| All | +669.7% | +55.5% | +614.2% | +509.5% |
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