-78.0%
SE vs PENG
+42.1%
-120.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.4% | -12.3% | -2.8% |
| 7D | +2.0% | -19.4% | +21.5% | +6.0% |
| 30D | -20.0% | -42.4% | +22.4% | -10.7% |
| 3M | -31.8% | -25.6% | -6.1% | -29.7% |
| 6M | -15.9% | +7.3% | -23.2% | -28.3% |
| YTD | -40.6% | +113.9% | -154.5% | -60.5% |
| 1Y | -50.7% | +93.6% | -144.3% | -66.3% |
| 3Y | +70.3% | +170.2% | -99.9% | -9.8% |
| All | -78.0% | +42.1% | -120.1% | -85.9% |
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 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