-48.0%
SE vs PENG
+120.3%
-168.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +10.3% | -14.0% | -4.3% |
| 7D | -7.7% | +1.9% | -9.6% | -8.0% |
| 30D | -22.8% | -37.8% | +14.9% | -21.3% |
| 3M | -43.7% | -14.1% | -29.6% | -43.7% |
| 6M | -12.8% | +13.1% | -25.9% | -18.7% |
| YTD | -42.0% | +151.8% | -193.8% | -54.7% |
| 1Y | -48.0% | +136.0% | -184.0% | -59.4% |
| All | -48.0% | +120.3% | -168.3% | -59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling