+72.5%
SM vs PENG
+88.9%
-16.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.4% | -11.4% | +0.9% |
| 7D | -25.9% | -19.4% | -6.5% | -25.9% |
| 30D | -15.1% | -42.4% | +27.3% | -15.9% |
| 3M | +4.9% | -25.6% | +30.5% | +5.2% |
| 6M | +6.1% | +7.3% | -1.1% | +8.6% |
| YTD | +63.4% | +113.9% | -50.4% | +63.0% |
| 1Y | +72.5% | +93.6% | -21.1% | +72.9% |
| All | +72.5% | +88.9% | -16.5% | +72.9% |
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