+62.0%
SM vs PENG
+661.7%
-599.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +9.3% | -12.0% | -5.0% |
| 7D | -22.3% | -3.8% | -18.5% | -22.3% |
| 30D | -21.4% | -40.1% | +18.7% | -12.8% |
| 3M | +1.4% | -21.8% | +23.1% | +3.1% |
| 6M | +0.1% | +3.3% | -3.2% | -11.5% |
| YTD | +59.0% | +133.6% | -74.7% | +7.3% |
| 1Y | +64.3% | +110.7% | -46.4% | +13.7% |
| 3Y | -13.1% | +204.3% | -217.4% | -50.7% |
| 5Y | -13.9% | +54.4% | -68.2% | -45.7% |
| All | +62.0% | +661.7% | -599.7% | -31.3% |
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