+64.9%
SM vs PENG
+520.3%
-455.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -23.0% | +18.4% | +1.0% |
| 7D | -25.1% | -36.7% | +11.6% | -17.1% |
| 30D | -15.6% | -42.0% | +26.4% | -5.7% |
| 3M | +2.7% | -33.2% | +35.9% | +8.8% |
| 6M | -3.8% | +2.1% | -6.0% | -15.6% |
| YTD | +61.8% | +90.3% | -28.4% | +15.2% |
| 1Y | +71.4% | +67.7% | +3.7% | +25.9% |
| 3Y | -20.7% | +154.2% | -174.9% | -53.0% |
| 5Y | -11.5% | +28.3% | -39.8% | -41.6% |
| All | +64.9% | +520.3% | -455.4% | -26.2% |
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 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