+365.1%
SE vs PENG
+131.8%
+233.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -23.0% | +17.3% | -0.6% |
| 7D | -1.2% | -36.7% | +35.5% | +8.2% |
| 30D | -21.7% | -42.0% | +20.4% | -13.4% |
| 3M | -34.2% | -33.2% | -1.0% | -30.4% |
| 6M | -10.5% | +2.1% | -12.6% | -20.1% |
| YTD | -40.7% | +90.3% | -131.0% | -55.9% |
| 1Y | -52.1% | +67.7% | -119.7% | -63.2% |
| 3Y | +68.9% | +154.2% | -85.4% | +7.7% |
| 5Y | -78.9% | +28.3% | -107.2% | -84.9% |
| All | +365.1% | +131.8% | +233.4% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling