-78.9%
SE vs PENG
+31.0%
-109.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -23.0% | +17.3% | -0.3% |
| 7D | -1.2% | -36.7% | +35.5% | +8.7% |
| 30D | -21.7% | -42.0% | +20.4% | -12.9% |
| 3M | -34.2% | -33.2% | -1.0% | -30.3% |
| 6M | -10.5% | +2.1% | -12.6% | -23.1% |
| YTD | -40.7% | +90.3% | -131.0% | -59.4% |
| 1Y | -52.1% | +67.7% | -119.7% | -65.9% |
| 3Y | +68.9% | +154.2% | -85.4% | -10.2% |
| 5Y | -78.9% | +28.3% | -107.2% | -86.1% |
| All | -78.9% | +31.0% | -109.9% | -86.1% |
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