+298.4%
SAN vs PENG
+56.5%
+241.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.1% | +1.5% |
| 7D | +4.0% | +13.2% | -9.2% | +1.9% |
| 30D | -7.8% | -29.9% | +22.1% | -4.0% |
| 3M | -16.4% | -22.2% | +5.9% | -15.2% |
| 6M | +3.5% | -1.9% | +5.4% | -3.0% |
| YTD | +6.7% | +142.1% | -135.4% | -17.2% |
| 1Y | +14.5% | +151.5% | -137.0% | -11.9% |
| 3Y | +243.5% | +206.9% | +36.6% | +134.8% |
| All | +298.4% | +56.5% | +241.9% | +182.9% |
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