+24.5%
SFM vs PENG
+209.7%
-185.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.4% |
| 7D | +6.0% | +13.2% | -7.2% | +5.9% |
| 30D | -19.5% | -29.9% | +10.5% | -18.9% |
| 3M | -37.0% | -22.2% | -14.8% | -36.9% |
| 6M | -41.0% | -1.9% | -39.1% | -42.6% |
| YTD | -34.6% | +142.1% | -176.8% | -40.4% |
| 1Y | -36.3% | +151.5% | -187.8% | -42.0% |
| 3Y | +24.5% | +206.9% | -182.4% | +3.1% |
| All | +24.5% | +209.7% | -185.2% | +3.1% |
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 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