+13.0%
SAN vs PENG
+90.4%
-77.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.4% | -14.6% | -3.4% |
| 7D | +4.9% | -19.4% | +24.4% | +6.5% |
| 30D | -13.0% | -42.4% | +29.4% | -8.5% |
| 3M | -18.9% | -25.6% | +6.8% | -17.9% |
| 6M | -4.1% | +7.3% | -11.4% | -14.9% |
| YTD | +2.6% | +113.9% | -111.3% | -25.9% |
| All | +13.0% | +90.4% | -77.4% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling