+167.0%
SO vs PENG
+597.2%
-430.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.4% | -13.5% | -1.3% |
| 7D | -1.5% | -19.4% | +18.0% | -1.2% |
| 30D | +8.1% | -42.4% | +50.5% | +9.1% |
| 3M | +0.2% | -25.6% | +25.9% | +0.4% |
| 6M | +0.4% | +7.3% | -6.9% | -1.1% |
| YTD | +8.5% | +113.9% | -105.4% | +4.4% |
| 1Y | +4.9% | +93.6% | -88.6% | +1.3% |
| 3Y | +47.9% | +170.2% | -122.3% | +38.2% |
| 5Y | +75.7% | +44.2% | +31.5% | +65.3% |
| All | +167.0% | +597.2% | -430.2% | +133.7% |
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