+381.6%
SAN vs PENG
+115.2%
+266.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.9% |
| 7D | +1.8% | +4.5% | -2.8% | +1.0% |
| 30D | +2.0% | -7.1% | +9.1% | +2.9% |
| 3M | +19.7% | -27.3% | +47.0% | +22.6% |
| 6M | +30.6% | +169.6% | -139.0% | +3.0% |
| YTD | +28.8% | +164.6% | -135.8% | +1.6% |
| 1Y | +57.8% | +109.5% | -51.7% | +28.6% |
| 3Y | +338.1% | +98.9% | +239.2% | +233.6% |
| All | +381.6% | +115.2% | +266.4% | +274.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling