+205.6%
SU vs PENG
+751.0%
-545.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.7% |
| 7D | +1.6% | +7.3% | -5.7% | +0.5% |
| 30D | +10.7% | -7.5% | +18.2% | +11.6% |
| 3M | +13.5% | -17.2% | +30.7% | +13.7% |
| 6M | +21.8% | +176.7% | -154.9% | -0.1% |
| YTD | +58.8% | +161.0% | -102.2% | +30.8% |
| 1Y | +72.0% | +108.8% | -36.8% | +45.7% |
| 3Y | +121.7% | +109.8% | +11.9% | +73.8% |
| 5Y | +350.4% | +111.7% | +238.7% | +237.2% |
| All | +205.6% | +751.0% | -545.4% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling