-77.1%
SE vs PENG
+56.2%
-133.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.3% | -6.3% | +0.8% |
| 7D | +3.3% | -3.8% | +7.1% | +3.0% |
| 30D | -18.2% | -40.1% | +21.9% | -9.5% |
| 3M | -31.3% | -21.8% | -9.5% | -29.9% |
| 6M | -10.1% | +3.3% | -13.4% | -21.5% |
| YTD | -38.9% | +133.6% | -172.5% | -60.2% |
| 1Y | -48.0% | +110.7% | -158.7% | -65.1% |
| 3Y | +78.8% | +204.3% | -125.5% | -8.5% |
| 5Y | -77.1% | +54.4% | -131.5% | -85.7% |
| All | -77.1% | +56.2% | -133.3% | -85.7% |
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