+169.9%
SO vs PENG
+520.3%
-350.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -23.0% | +23.3% | +0.7% |
| 7D | +0.4% | -36.7% | +37.1% | +1.1% |
| 30D | +9.2% | -42.0% | +51.3% | +10.2% |
| 3M | +1.1% | -33.2% | +34.3% | +1.5% |
| 6M | -1.1% | +2.1% | -3.2% | -2.5% |
| YTD | +9.7% | +90.3% | -80.6% | +5.8% |
| 1Y | +5.5% | +67.7% | -62.2% | +2.1% |
| 3Y | +47.0% | +154.2% | -107.2% | +37.2% |
| 5Y | +77.6% | +28.3% | +49.3% | +67.5% |
| All | +169.9% | +520.3% | -350.4% | +136.8% |
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