+103.1%
SFM vs PENG
+50.3%
+52.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.4% |
| 7D | -6.9% | -16.1% | +9.2% | -6.4% |
| 30D | -25.0% | -41.5% | +16.5% | -23.6% |
| 3M | -42.7% | -19.1% | -23.6% | -42.7% |
| 6M | -41.0% | +0.9% | -41.9% | -42.9% |
| YTD | -38.7% | +128.2% | -166.9% | -44.4% |
| 1Y | -38.1% | +98.6% | -136.7% | -43.4% |
| 3Y | +19.3% | +188.2% | -168.8% | +2.8% |
| 5Y | +103.1% | +55.5% | +47.6% | +83.7% |
| All | +103.1% | +50.3% | +52.8% | +83.7% |
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