+20.2%
SGOV vs PENG
+116.9%
-96.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | +7.3% | -7.2% | +0.1% |
| 30D | +0.3% | -7.5% | +7.8% | +0.3% |
| 3M | +0.9% | -17.2% | +18.2% | +0.9% |
| 6M | +1.8% | +176.7% | -174.9% | +1.8% |
| YTD | +2.5% | +161.0% | -158.5% | +2.5% |
| 1Y | +3.8% | +108.8% | -105.1% | +3.8% |
| 3Y | +14.4% | +109.8% | -95.4% | +14.3% |
| 5Y | +20.2% | +111.7% | -91.6% | +20.1% |
| All | +20.2% | +116.9% | -96.8% | +20.1% |
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