+275.3%
SAN vs PENG
+31.0%
+244.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -23.0% | +22.5% | +3.0% |
| 7D | +3.5% | -36.7% | +40.2% | +10.0% |
| 30D | -13.2% | -42.0% | +28.8% | -7.2% |
| 3M | -16.9% | -33.2% | +16.3% | -13.8% |
| 6M | +2.3% | +2.1% | +0.2% | -5.8% |
| YTD | +4.9% | +90.3% | -85.4% | -15.3% |
| 1Y | +20.4% | +67.7% | -47.2% | -0.8% |
| 3Y | +243.2% | +154.2% | +89.0% | +141.0% |
| 5Y | +275.3% | +28.3% | +247.0% | +177.8% |
| All | +275.3% | +31.0% | +244.3% | +177.8% |
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