+619.0%
PENG vs SUI
+86.1%
+532.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.2% | -14.3% | -11.0% |
| 7D | -20.5% | +10.0% | -30.5% | -23.7% |
| 30D | -20.4% | +8.4% | -28.8% | -23.7% |
| 3M | -16.4% | +0.7% | -17.1% | -17.6% |
| 6M | +49.2% | -0.9% | +50.2% | +45.4% |
| YTD | +147.2% | +0.6% | +146.5% | +138.9% |
| 1Y | +124.7% | +0.8% | +123.9% | +116.8% |
| 3Y | +230.3% | +15.5% | +214.8% | +185.6% |
| 5Y | +71.4% | -25.9% | +97.2% | +86.2% |
| All | +619.0% | +86.1% | +532.8% | +453.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling