-6.3%
SM vs PENG
+101.4%
-107.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -9.0% | -3.1% |
| 7D | +0.1% | +4.5% | -4.5% | -0.3% |
| 30D | +26.3% | -7.1% | +33.4% | +26.8% |
| 3M | +8.7% | -27.3% | +35.9% | +10.3% |
| 6M | +51.7% | +169.6% | -117.9% | +27.3% |
| YTD | +99.0% | +164.6% | -65.6% | +66.8% |
| 1Y | +34.6% | +109.5% | -74.9% | +16.1% |
| All | -6.3% | +101.4% | -107.7% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling