+127.9%
PENG vs SUNB
+13.4%
+114.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.9% | +3.3% | +4.7% |
| 7D | -3.8% | -2.6% | -1.2% | -1.1% |
| 30D | -40.1% | +8.6% | -48.7% | -42.3% |
| 3M | -21.8% | +1.1% | -22.9% | -21.3% |
| 6M | +3.3% | +13.1% | -9.8% | -0.6% |
| All | +127.9% | +13.4% | +114.5% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling