+44.4%
SITM vs PENG
+120.5%
-76.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.1% | -0.3% | -5.0% |
| 7D | -19.5% | -20.5% | +0.9% | -10.3% |
| 30D | -43.2% | -20.4% | -22.8% | -37.9% |
| 3M | -30.8% | -16.4% | -14.4% | -26.1% |
| 6M | -28.6% | +49.2% | -77.8% | -39.9% |
| YTD | +14.2% | +147.2% | -133.0% | -22.6% |
| 1Y | +44.4% | +124.7% | -80.3% | +2.6% |
| All | +44.4% | +120.5% | -76.1% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling