+84.7%
SM vs PENG
+136.5%
-51.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.4% | +5.1% |
| 7D | +10.6% | +34.6% | -24.0% | +10.3% |
| 30D | -15.0% | -35.9% | +21.0% | -16.0% |
| 3M | +1.7% | -14.7% | +16.4% | +1.9% |
| 6M | +5.9% | +13.5% | -7.7% | +7.4% |
| YTD | +79.0% | +156.1% | -77.1% | +73.8% |
| 1Y | +84.7% | +141.3% | -56.7% | +81.1% |
| All | +84.7% | +136.5% | -51.9% | +81.1% |
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 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