-66.7%
SKUU vs PENG
-40.1%
-26.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.5% | -3.3% | -2.8% |
| 7D | +5.2% | +13.2% | -8.0% | -6.9% |
| 30D | -27.4% | -29.9% | +2.5% | +9.4% |
| 3M | -47.2% | -22.2% | -25.0% | -34.1% |
| All | -66.7% | -40.1% | -26.5% | -35.8% |
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 · Available span rolling