+215.1%
SU vs PENG
+42.1%
+173.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.4% | -12.8% | -1.4% |
| 7D | -13.4% | -19.4% | +6.0% | -12.2% |
| 30D | +0.9% | -42.4% | +43.3% | +4.5% |
| 3M | +12.8% | -25.6% | +38.4% | +14.0% |
| 6M | +8.3% | +7.3% | +1.0% | +4.1% |
| YTD | +58.2% | +113.9% | -55.7% | +40.8% |
| 1Y | +67.1% | +93.6% | -26.4% | +50.1% |
| 3Y | +125.6% | +170.2% | -44.6% | +88.3% |
| All | +215.1% | +42.1% | +173.0% | +144.9% |
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