+203.0%
SAN vs PENG
+762.7%
-559.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.9% |
| 7D | +1.8% | +4.5% | -2.8% | +0.9% |
| 30D | +2.0% | -7.1% | +9.1% | +2.9% |
| 3M | +19.7% | -27.3% | +47.0% | +22.8% |
| 6M | +30.6% | +169.6% | -139.0% | +3.6% |
| YTD | +28.8% | +164.6% | -135.8% | +2.3% |
| 1Y | +57.8% | +109.5% | -51.7% | +29.5% |
| 3Y | +338.1% | +98.9% | +239.2% | +235.6% |
| 5Y | +384.2% | +116.3% | +268.0% | +252.0% |
| All | +203.0% | +762.7% | -559.6% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling