-35.0%
SFM vs PENG
+120.5%
-155.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.1% | +12.7% | +3.3% |
| 7D | -12.3% | -20.5% | +8.2% | -12.5% |
| 30D | -16.2% | -20.4% | +4.2% | -16.5% |
| 3M | -36.8% | -16.4% | -20.4% | -36.9% |
| 6M | -32.6% | +49.2% | -81.8% | -36.6% |
| YTD | -31.7% | +147.2% | -178.9% | -37.3% |
| 1Y | -35.0% | +124.7% | -159.7% | -40.3% |
| All | -35.0% | +120.5% | -155.5% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling