+3.7%
SO vs PENG
+120.5%
-116.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.1% | +8.4% | -1.0% |
| 7D | +1.7% | -20.5% | +22.2% | +1.0% |
| 30D | +11.1% | -20.4% | +31.5% | +10.4% |
| 3M | +0.7% | -16.4% | +17.1% | +0.3% |
| 6M | -1.4% | +49.2% | -50.6% | 0.0% |
| YTD | +9.4% | +147.2% | -137.8% | +12.4% |
| 1Y | +3.7% | +124.7% | -120.9% | +6.3% |
| All | +3.7% | +120.5% | -116.7% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling