+6.0%
SO vs PENG
+130.4%
-124.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +1.0% |
| 7D | +1.4% | +13.2% | -11.9% | +1.8% |
| 30D | +4.7% | -29.9% | +34.6% | +3.8% |
| 3M | +1.7% | -22.2% | +23.9% | +1.2% |
| 6M | +2.2% | -1.9% | +4.0% | +2.8% |
| YTD | +10.0% | +142.1% | -132.2% | +13.7% |
| 1Y | +6.0% | +151.5% | -145.5% | +9.2% |
| All | +6.0% | +130.4% | -124.3% | +9.2% |
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