+425.4%
SN vs PENG
+40.2%
+385.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -23.0% | +22.1% | +2.2% |
| 7D | +3.8% | -36.7% | +40.5% | +9.8% |
| 30D | +17.5% | -42.0% | +59.6% | +25.1% |
| 3M | +19.2% | -33.2% | +52.4% | +23.2% |
| 6M | +84.9% | +2.1% | +82.8% | +65.6% |
| YTD | +94.0% | +90.3% | +3.8% | +48.4% |
| 1Y | +151.3% | +67.7% | +83.7% | +97.2% |
| 3Y | +387.1% | +154.2% | +232.8% | +256.7% |
| All | +425.4% | +40.2% | +385.1% | +239.8% |
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