-85.6%
SMR vs PENG
+120.5%
-206.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.1% | +4.6% | -1.2% |
| 7D | -9.5% | -20.5% | +11.0% | -2.3% |
| 30D | -33.2% | -20.4% | -12.8% | -29.1% |
| 3M | -45.9% | -16.4% | -29.5% | -44.6% |
| 6M | -57.9% | +49.2% | -107.1% | -70.0% |
| YTD | -63.8% | +147.2% | -211.0% | -82.2% |
| 1Y | -85.6% | +124.7% | -210.3% | -92.3% |
| All | -85.6% | +120.5% | -206.1% | -92.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling