-12.1%
SGI vs PENG
+120.5%
-132.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -9.1% | +15.9% | +7.2% |
| 7D | +12.1% | -20.5% | +32.5% | +13.3% |
| 30D | +12.1% | -20.4% | +32.4% | +12.8% |
| 3M | +0.4% | -16.4% | +16.8% | +0.4% |
| 6M | -4.0% | +49.2% | -53.2% | -17.2% |
| YTD | -21.2% | +147.2% | -168.4% | -40.6% |
| 1Y | -12.1% | +124.7% | -136.8% | -32.9% |
| All | -12.1% | +120.5% | -132.6% | -32.9% |
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 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