+126.4%
SMR vs PENG
+222.1%
-95.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | -3.9% |
| 7D | +1.9% | +1.9% | +0.1% | +0.8% |
| 30D | -21.9% | -37.8% | +15.8% | -7.9% |
| 3M | -47.1% | -14.1% | -33.0% | -46.5% |
| 6M | -60.6% | +13.1% | -73.8% | -66.4% |
| YTD | -63.1% | +151.8% | -214.9% | -78.6% |
| 1Y | -80.4% | +136.0% | -216.4% | -88.3% |
| All | +126.4% | +222.1% | -95.7% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling