+453.5%
PENG vs SUI
+87.4%
+366.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | +0.7% | -23.7% | -23.3% |
| 7D | -36.7% | +8.8% | -45.5% | -39.0% |
| 30D | -42.0% | +8.9% | -51.0% | -44.6% |
| 3M | -33.2% | +2.0% | -35.2% | -34.6% |
| 6M | +2.1% | -0.6% | +2.8% | -0.7% |
| YTD | +90.3% | +1.3% | +88.9% | +83.3% |
| 1Y | +67.7% | +1.3% | +66.4% | +61.4% |
| 3Y | +154.2% | +16.3% | +138.0% | +119.1% |
| 5Y | +28.3% | -25.1% | +53.4% | +38.6% |
| All | +453.5% | +87.4% | +366.1% | +324.3% |
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