+455.3%
SN vs PENG
+72.2%
+383.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.3% | -6.3% | +1.6% |
| 7D | +7.6% | -3.8% | +11.4% | +7.3% |
| 30D | +24.1% | -40.1% | +64.2% | +31.9% |
| 3M | +23.7% | -21.8% | +45.5% | +25.1% |
| 6M | +105.5% | +3.3% | +102.2% | +87.2% |
| YTD | +105.1% | +133.6% | -28.5% | +52.3% |
| 1Y | +148.3% | +110.7% | +37.6% | +88.2% |
| 3Y | +438.7% | +204.3% | +234.4% | +283.3% |
| All | +455.3% | +72.2% | +383.1% | +248.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling