-49.5%
SMR vs PENG
+53.6%
-103.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +12.4% | +3.9% | +12.3% |
| 7D | -9.6% | -19.4% | +9.8% | -3.6% |
| 30D | -33.8% | -42.4% | +8.6% | -22.5% |
| 3M | -46.4% | -25.6% | -20.7% | -42.9% |
| 6M | -62.4% | +7.3% | -69.7% | -65.3% |
| YTD | -64.1% | +113.9% | -178.0% | -73.5% |
| 1Y | -84.3% | +93.6% | -177.9% | -88.1% |
| 3Y | +55.8% | +170.2% | -114.4% | +11.6% |
| All | -49.5% | +53.6% | -103.1% | -65.8% |
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 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