-4.3%
SM vs PENG
+50.3%
-54.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.8% | +1.8% |
| 7D | -19.5% | -16.1% | -3.4% | -17.7% |
| 30D | -20.2% | -41.5% | +21.3% | -14.8% |
| 3M | -6.5% | -19.1% | +12.6% | -5.7% |
| 6M | +1.6% | +0.9% | +0.6% | -6.1% |
| YTD | +61.2% | +128.2% | -67.0% | +22.5% |
| 1Y | +65.4% | +98.6% | -33.2% | +29.2% |
| 3Y | -13.0% | +188.2% | -201.2% | -41.2% |
| 5Y | -4.3% | +55.5% | -59.8% | -39.2% |
| All | -4.3% | +50.3% | -54.6% | -39.2% |
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 · 6 months rolling