+3,535.1%
SITM vs PENG
+213.1%
+3,322.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.3% | -4.0% | +0.4% |
| 7D | +17.2% | +1.9% | +15.3% | +15.2% |
| 30D | -17.1% | -37.8% | +20.7% | +7.4% |
| 3M | -29.2% | -14.1% | -15.1% | -25.2% |
| 6M | -47.6% | +13.1% | -60.7% | -55.9% |
| YTD | +33.8% | +151.8% | -118.0% | -32.8% |
| 1Y | +54.1% | +136.0% | -81.9% | -19.5% |
| 3Y | +337.6% | +217.9% | +119.6% | +75.0% |
| 5Y | +89.7% | +64.1% | +25.6% | +1.1% |
| All | +3,535.1% | +213.1% | +3,322.0% | +1,030.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling