+355.0%
SE vs PENG
+206.7%
+148.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +10.3% | -14.0% | -5.9% |
| 7D | -7.7% | +1.9% | -9.6% | -9.0% |
| 30D | -22.8% | -37.8% | +14.9% | -16.0% |
| 3M | -43.7% | -14.1% | -29.6% | -44.0% |
| 6M | -12.8% | +13.1% | -25.9% | -23.5% |
| YTD | -42.0% | +151.8% | -193.8% | -59.6% |
| 1Y | -48.0% | +136.0% | -184.0% | -63.3% |
| 3Y | +62.7% | +217.9% | -155.3% | -1.4% |
| 5Y | -77.8% | +64.1% | -141.9% | -85.1% |
| All | +355.0% | +206.7% | +148.4% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling