+156.0%
SAN vs PENG
+661.7%
-505.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +9.3% | -3.1% | +4.6% |
| 7D | +8.7% | -3.8% | +12.5% | +8.2% |
| 30D | -6.5% | -40.1% | +33.6% | +0.2% |
| 3M | -14.2% | -21.8% | +7.6% | -13.0% |
| 6M | +2.7% | +3.3% | -0.6% | -4.4% |
| YTD | +8.9% | +133.6% | -124.8% | -13.9% |
| 1Y | +23.4% | +110.7% | -87.3% | -0.8% |
| 3Y | +257.9% | +204.3% | +53.7% | +153.5% |
| 5Y | +297.8% | +54.4% | +243.4% | +200.5% |
| All | +156.0% | +661.7% | -505.6% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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