+124.7%
PENG vs SUI
+1.6%
+123.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.2% | -14.3% | -3.4% |
| 7D | -20.5% | +10.0% | -30.5% | -11.0% |
| 30D | -20.4% | +8.4% | -28.8% | -11.7% |
| 3M | -16.4% | +0.7% | -17.1% | -12.8% |
| 6M | +49.2% | -0.9% | +50.2% | +58.0% |
| YTD | +147.2% | +0.6% | +146.5% | +162.8% |
| 1Y | +124.7% | +0.8% | +123.9% | +138.4% |
| All | +124.7% | +1.6% | +123.0% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 1y: compounded portfolio wealth divided by compounded SUI 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…
1y analysis · Full analysis span regression · 6 months rolling