+319.5%
SN vs PENG
+95.0%
+224.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.5% | -2.1% |
| 7D | -9.3% | +4.5% | -13.9% | -10.0% |
| 30D | -4.8% | -7.1% | +2.3% | -3.9% |
| 3M | +40.4% | -27.3% | +67.7% | +43.6% |
| 6M | +50.9% | +169.6% | -118.6% | +12.9% |
| YTD | +54.9% | +164.6% | -109.7% | +15.7% |
| 1Y | +43.0% | +109.5% | -66.4% | +11.3% |
| 3Y | +391.8% | +98.9% | +292.9% | +223.3% |
| All | +319.5% | +95.0% | +224.5% | +165.0% |
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