+458.4%
SGI vs PENG
+644.0%
-185.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -2.9% | -4.8% |
| 7D | -3.9% | -16.1% | +12.1% | -1.4% |
| 30D | +0.9% | -41.5% | +42.4% | +10.6% |
| 3M | -2.9% | -19.1% | +16.2% | -2.6% |
| 6M | -9.0% | +0.9% | -9.9% | -18.1% |
| YTD | -29.2% | +128.2% | -157.4% | -49.4% |
| 1Y | -32.3% | +98.6% | -130.8% | -50.0% |
| 3Y | +72.4% | +188.2% | -115.8% | +6.3% |
| 5Y | +50.6% | +55.5% | -4.9% | +0.8% |
| All | +458.4% | +644.0% | -185.6% | +191.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling