+37.0%
SOLS vs PENG
+114.2%
-77.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.6% |
| 7D | +14.0% | +13.2% | +0.8% | +10.9% |
| 30D | +10.0% | -29.9% | +39.9% | +16.4% |
| 3M | +5.8% | -22.2% | +28.0% | +8.8% |
| 6M | -25.2% | -1.9% | -23.3% | -27.6% |
| YTD | +36.5% | +142.1% | -105.6% | +5.2% |
| 1Y | +45.0% | +151.5% | -106.5% | +9.2% |
| All | +37.0% | +114.2% | -77.2% | +10.3% |
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