+107.8%
PENG vs SUI
-32.0%
+139.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.3% | +6.8% | +6.5% |
| 7D | +4.5% | -2.8% | +7.4% | +5.4% |
| 30D | -7.1% | -1.2% | -5.9% | -6.8% |
| 3M | -27.3% | -1.7% | -25.5% | -28.0% |
| 6M | +169.6% | -10.5% | +180.1% | +177.5% |
| YTD | +164.6% | -1.8% | +166.5% | +161.9% |
| 1Y | +109.5% | -4.1% | +113.6% | +108.8% |
| 3Y | +98.9% | +11.3% | +87.7% | +76.6% |
| All | +107.8% | -32.0% | +139.8% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling