+140.4%
PENG vs SUI
+16.8%
+123.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | +0.7% | -23.7% | -22.9% |
| 7D | -36.7% | +8.8% | -45.5% | -35.6% |
| 30D | -42.0% | +8.9% | -51.0% | -41.1% |
| 3M | -33.2% | +2.0% | -35.2% | -32.3% |
| 6M | +2.1% | -0.6% | +2.8% | +3.4% |
| YTD | +90.3% | +1.3% | +88.9% | +92.3% |
| 1Y | +67.7% | +1.3% | +66.4% | +69.4% |
| All | +140.4% | +16.8% | +123.6% | +128.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling