+101.5%
SFM vs PENG
+42.1%
+59.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +12.4% | -17.2% | -5.3% |
| 7D | -1.2% | -19.4% | +18.2% | -0.6% |
| 30D | -24.8% | -42.4% | +17.6% | -23.3% |
| 3M | -43.7% | -25.6% | -18.0% | -43.5% |
| 6M | -37.3% | +7.3% | -44.5% | -39.8% |
| YTD | -38.4% | +113.9% | -152.2% | -44.0% |
| 1Y | -36.9% | +93.6% | -130.5% | -42.3% |
| 3Y | +20.7% | +170.2% | -149.6% | +4.2% |
| All | +101.5% | +42.1% | +59.4% | +80.5% |
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