+106.1%
SM vs PENG
+115.2%
-9.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -9.0% | -3.5% |
| 7D | +0.1% | +4.5% | -4.5% | -0.7% |
| 30D | +26.3% | -7.1% | +33.4% | +27.2% |
| 3M | +8.7% | -27.3% | +35.9% | +11.0% |
| 6M | +51.7% | +169.6% | -117.9% | +15.3% |
| YTD | +99.0% | +164.6% | -65.6% | +51.2% |
| 1Y | +34.6% | +109.5% | -74.9% | +6.6% |
| 3Y | -7.8% | +98.9% | -106.7% | -32.2% |
| All | +106.1% | +115.2% | -9.1% | +61.0% |
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