+141.1%
PENG vs SUNB
+12.2%
+129.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.3% | -5.8% | -7.0% |
| 7D | -20.5% | -2.6% | -17.9% | -19.0% |
| 30D | -20.4% | +4.3% | -24.7% | -22.5% |
| 3M | -16.4% | +0.8% | -17.2% | -16.6% |
| 6M | +49.2% | +9.2% | +40.0% | +44.2% |
| All | +141.1% | +12.2% | +129.0% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 1y: compounded portfolio wealth divided by compounded SUNB 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…
1y analysis · Full analysis span regression · 6 months rolling