+154.8%
SO vs PENG
+762.7%
-607.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.2% | -0.9% |
| 7D | -0.2% | +4.5% | -4.7% | -0.3% |
| 30D | -4.6% | -7.1% | +2.5% | -4.5% |
| 3M | -3.0% | -27.3% | +24.2% | -2.7% |
| 6M | -8.3% | +169.6% | -177.8% | -11.8% |
| YTD | +3.5% | +164.6% | -161.1% | -0.5% |
| 1Y | -0.9% | +109.5% | -110.4% | -4.2% |
| 3Y | +45.4% | +98.9% | -53.6% | +38.2% |
| 5Y | +59.6% | +116.3% | -56.6% | +48.3% |
| All | +154.8% | +762.7% | -607.9% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling