+70.1%
SE vs PENG
+153.0%
-83.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -23.0% | +17.3% | -2.4% |
| 7D | -1.2% | -36.7% | +35.5% | +4.7% |
| 30D | -21.7% | -42.0% | +20.4% | -16.4% |
| 3M | -34.2% | -33.2% | -1.0% | -31.7% |
| 6M | -10.5% | +2.1% | -12.6% | -19.4% |
| YTD | -40.7% | +90.3% | -131.0% | -54.6% |
| 1Y | -52.1% | +67.7% | -119.7% | -62.3% |
| All | +70.1% | +153.0% | -83.0% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling