+563.8%
PENG vs SUI
+83.1%
+480.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | -16.1% | +3.4% | -19.5% | -17.4% |
| 30D | -41.5% | +4.6% | -46.1% | -43.2% |
| 3M | -19.1% | +1.6% | -20.7% | -20.8% |
| 6M | +0.9% | -3.5% | +4.4% | -0.8% |
| YTD | +128.2% | -1.0% | +129.2% | +121.6% |
| 1Y | +98.6% | -1.7% | +100.3% | +93.3% |
| 3Y | +188.2% | +18.4% | +169.8% | +144.8% |
| 5Y | +55.5% | -26.3% | +81.9% | +68.9% |
| All | +563.8% | +83.1% | +480.7% | +412.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling