+198.1%
SU vs PENG
+762.7%
-564.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -1.6% |
| 7D | +3.6% | +4.5% | -1.0% | +2.9% |
| 30D | +7.9% | -7.1% | +15.0% | +8.6% |
| 3M | +3.5% | -27.3% | +30.8% | +5.6% |
| 6M | +19.0% | +169.6% | -150.6% | -2.0% |
| YTD | +55.0% | +164.6% | -109.7% | +27.4% |
| 1Y | +71.2% | +109.5% | -38.3% | +45.0% |
| 3Y | +117.4% | +98.9% | +18.5% | +72.3% |
| 5Y | +335.2% | +116.3% | +218.9% | +224.5% |
| All | +198.1% | +762.7% | -564.5% | +94.3% |
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 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