+21.5%
SFM vs PENG
+191.6%
-170.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.3% | -8.3% | +0.9% |
| 7D | -10.2% | -3.8% | -6.4% | -10.2% |
| 30D | -23.9% | -40.1% | +16.2% | -23.1% |
| 3M | -42.3% | -21.8% | -20.5% | -42.2% |
| 6M | -40.1% | +3.3% | -43.5% | -42.1% |
| YTD | -37.8% | +133.6% | -171.4% | -43.2% |
| 1Y | -37.1% | +110.7% | -147.8% | -42.2% |
| 3Y | +21.5% | +204.3% | -182.7% | +1.9% |
| All | +21.5% | +191.6% | -170.1% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling