+50.6%
SGI vs PENG
+50.3%
+0.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -2.9% | -4.9% |
| 7D | -3.9% | -16.1% | +12.1% | -1.9% |
| 30D | +0.9% | -41.5% | +42.4% | +8.9% |
| 3M | -2.9% | -19.1% | +16.2% | -2.6% |
| 6M | -9.0% | +0.9% | -9.9% | -17.4% |
| YTD | -29.2% | +128.2% | -157.4% | -48.2% |
| 1Y | -32.3% | +98.6% | -130.8% | -48.9% |
| 3Y | +72.4% | +188.2% | -115.8% | +7.2% |
| 5Y | +50.6% | +55.5% | -4.9% | -0.4% |
| All | +50.6% | +50.3% | +0.3% | -0.4% |
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