+77.0%
SO vs PENG
+42.1%
+34.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.4% | -13.5% | -0.9% |
| 7D | -1.5% | -19.4% | +18.0% | -1.7% |
| 30D | +8.1% | -42.4% | +50.5% | +7.5% |
| 3M | +0.2% | -25.6% | +25.9% | 0.0% |
| 6M | +0.4% | +7.3% | -6.9% | +0.3% |
| YTD | +8.5% | +113.9% | -105.4% | +8.6% |
| 1Y | +4.9% | +93.6% | -88.6% | +5.0% |
| 3Y | +47.9% | +170.2% | -122.3% | +45.1% |
| All | +77.0% | +42.1% | +34.9% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling