+430.5%
SN vs PENG
+82.2%
+348.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.1% | +13.2% | +5.4% |
| 7D | +10.6% | -20.5% | +31.1% | +13.9% |
| 30D | +20.0% | -20.4% | +40.4% | +22.6% |
| 3M | +30.4% | -16.4% | +46.8% | +31.2% |
| 6M | +91.0% | +49.2% | +41.8% | +61.0% |
| YTD | +95.9% | +147.2% | -51.3% | +45.2% |
| 1Y | +158.9% | +124.7% | +34.2% | +95.4% |
| 3Y | +391.8% | +230.3% | +161.5% | +248.9% |
| All | +430.5% | +82.2% | +348.3% | +232.4% |
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