+86.1%
SGI vs PENG
+153.0%
-66.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.0% | +20.2% | -0.2% |
| 7D | +5.3% | -36.7% | +42.0% | +10.3% |
| 30D | +8.2% | -42.0% | +50.2% | +13.7% |
| 3M | -2.2% | -33.2% | +31.0% | +0.2% |
| 6M | -8.4% | +2.1% | -10.5% | -16.9% |
| YTD | -23.4% | +90.3% | -113.7% | -39.6% |
| 1Y | -14.0% | +67.7% | -81.6% | -30.7% |
| All | +86.1% | +153.0% | -66.9% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling