+170.8%
SO vs PENG
+644.0%
-473.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.1% |
| 7D | -0.1% | -16.1% | +16.0% | +0.1% |
| 30D | +8.7% | -41.5% | +50.2% | +9.7% |
| 3M | +3.4% | -19.1% | +22.5% | +3.4% |
| 6M | +3.7% | +0.9% | +2.8% | +2.5% |
| YTD | +10.0% | +128.2% | -118.2% | +5.8% |
| 1Y | +6.6% | +98.6% | -92.0% | +2.9% |
| 3Y | +52.5% | +188.2% | -135.7% | +42.3% |
| 5Y | +76.1% | +55.5% | +20.5% | +65.4% |
| All | +170.8% | +644.0% | -473.2% | +136.7% |
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