-3.6%
SMR vs PENG
+90.1%
-93.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -2.5% |
| 7D | +4.4% | +4.5% | -0.1% | +2.9% |
| 30D | +3.4% | -7.1% | +10.5% | +5.3% |
| 3M | -19.2% | -27.3% | +8.1% | -13.8% |
| 6M | -22.6% | +169.6% | -192.2% | -45.2% |
| YTD | -31.5% | +164.6% | -196.2% | -51.4% |
| 1Y | -73.1% | +109.5% | -182.5% | -79.6% |
| 3Y | +55.0% | +98.9% | -44.0% | +9.8% |
| All | -3.6% | +90.1% | -93.7% | -37.4% |
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