+61.5%
SGI vs PENG
+115.2%
-53.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -0.7% |
| 7D | +8.5% | +4.5% | +4.0% | +7.6% |
| 30D | +0.7% | -7.1% | +7.8% | +1.6% |
| 3M | +0.6% | -27.3% | +27.9% | +3.4% |
| 6M | -17.9% | +169.6% | -187.5% | -38.8% |
| YTD | -21.2% | +164.6% | -185.8% | -41.3% |
| 1Y | -18.9% | +109.5% | -128.3% | -37.0% |
| 3Y | +52.6% | +98.9% | -46.3% | +8.2% |
| All | +61.5% | +115.2% | -53.7% | +13.9% |
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 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