+102.8%
SM vs PENG
+762.7%
-659.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -9.0% | -4.1% |
| 7D | +0.1% | +4.5% | -4.5% | -1.2% |
| 30D | +26.3% | -7.1% | +33.4% | +27.6% |
| 3M | +8.7% | -27.3% | +35.9% | +11.6% |
| 6M | +51.7% | +169.6% | -117.9% | +3.1% |
| YTD | +99.0% | +164.6% | -65.6% | +35.1% |
| 1Y | +34.6% | +109.5% | -74.9% | -3.5% |
| 3Y | -7.8% | +98.9% | -106.7% | -41.3% |
| 5Y | +104.8% | +116.3% | -11.5% | +19.3% |
| All | +102.8% | +762.7% | -659.8% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling