+239.1%
SAN vs PENG
+184.4%
+54.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.4% | -14.6% | -3.6% |
| 7D | +4.9% | -19.4% | +24.4% | +6.7% |
| 30D | -13.0% | -42.4% | +29.4% | -8.1% |
| 3M | -18.9% | -25.6% | +6.8% | -17.6% |
| 6M | -4.1% | +7.3% | -11.4% | -11.1% |
| YTD | +2.6% | +113.9% | -111.3% | -15.7% |
| 1Y | +16.9% | +93.6% | -76.6% | -2.8% |
| 3Y | +239.1% | +170.2% | +68.8% | +163.1% |
| All | +239.1% | +184.4% | +54.7% | +163.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling