+503.7%
SGI vs PENG
+520.3%
-16.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.0% | +20.2% | +2.2% |
| 7D | +5.3% | -36.7% | +42.0% | +14.6% |
| 30D | +8.2% | -42.0% | +50.2% | +18.5% |
| 3M | -2.2% | -33.2% | +31.0% | +2.5% |
| 6M | -8.4% | +2.1% | -10.5% | -18.5% |
| YTD | -23.4% | +90.3% | -113.7% | -42.9% |
| 1Y | -14.0% | +67.7% | -81.6% | -34.0% |
| 3Y | +78.8% | +154.2% | -75.4% | +13.1% |
| 5Y | +58.6% | +28.3% | +30.3% | +11.0% |
| All | +503.7% | +520.3% | -16.6% | +229.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling