+85.6%
SRE vs PENG
+597.2%
-511.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.4% | -14.5% | -2.9% |
| 7D | -9.2% | -19.4% | +10.3% | -8.1% |
| 30D | -1.9% | -42.4% | +40.5% | +1.2% |
| 3M | -6.5% | -25.6% | +19.1% | -5.6% |
| 6M | -15.2% | +7.3% | -22.5% | -18.0% |
| YTD | -9.5% | +113.9% | -123.3% | -17.5% |
| 1Y | -13.2% | +93.6% | -106.8% | -20.4% |
| 3Y | +19.5% | +170.2% | -150.7% | +3.7% |
| 5Y | +43.6% | +44.2% | -0.6% | +26.8% |
| All | +85.6% | +597.2% | -511.6% | +46.2% |
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