+158.1%
SAN vs PENG
+644.0%
-485.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | +10.8% | -16.1% | +26.8% | +13.0% |
| 30D | -5.7% | -41.5% | +35.7% | +1.3% |
| 3M | -13.4% | -19.1% | +5.7% | -12.7% |
| 6M | +3.5% | +0.9% | +2.6% | -3.3% |
| YTD | +9.7% | +128.2% | -118.5% | -12.9% |
| 1Y | +20.9% | +98.6% | -77.7% | -1.8% |
| 3Y | +254.3% | +188.2% | +66.1% | +153.3% |
| 5Y | +304.2% | +55.5% | +248.7% | +204.9% |
| All | +158.1% | +644.0% | -485.9% | +56.3% |
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