+41.4%
SGI vs PENG
+56.5%
-15.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +1.1% |
| 7D | -5.3% | +13.2% | -18.5% | -7.4% |
| 30D | -2.1% | -29.9% | +27.9% | +2.3% |
| 3M | -8.2% | -22.2% | +14.1% | -7.2% |
| 6M | -4.6% | -1.9% | -2.7% | -12.5% |
| YTD | -31.5% | +142.1% | -173.6% | -50.5% |
| 1Y | -30.8% | +151.5% | -182.3% | -50.6% |
| 3Y | +67.2% | +206.9% | -139.7% | +2.5% |
| All | +41.4% | +56.5% | -15.2% | -7.9% |
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