+20.2%
SOLS vs PENG
+89.2%
-69.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +12.4% | -7.0% | +2.8% |
| 7D | -4.2% | -19.4% | +15.2% | -0.6% |
| 30D | -3.9% | -42.4% | +38.5% | +5.7% |
| 3M | -6.6% | -25.6% | +19.1% | -2.8% |
| 6M | -29.1% | +7.3% | -36.4% | -32.3% |
| YTD | +19.8% | +113.9% | -94.1% | -5.1% |
| 1Y | +29.2% | +93.6% | -64.3% | +5.8% |
| All | +20.2% | +89.2% | -69.0% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling