-32.3%
SGI vs PENG
+103.2%
-135.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -2.9% | -5.2% |
| 7D | -3.9% | -16.1% | +12.1% | -3.2% |
| 30D | +0.9% | -41.5% | +42.4% | +4.3% |
| 3M | -2.9% | -19.1% | +16.2% | -3.1% |
| 6M | -9.0% | +0.9% | -9.9% | -16.4% |
| YTD | -29.2% | +128.2% | -157.4% | -48.1% |
| 1Y | -32.3% | +98.6% | -130.8% | -48.9% |
| All | -32.3% | +103.2% | -135.4% | -48.9% |
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