+124.7%
PENG vs SPY
+14.6%
+110.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.7% | -10.8% | -15.2% |
| 7D | -20.5% | -0.7% | -19.8% | -18.2% |
| 30D | -20.4% | -1.0% | -19.3% | -16.1% |
| 3M | -16.4% | -0.3% | -16.1% | -13.3% |
| 6M | +49.2% | +7.3% | +41.9% | +28.9% |
| YTD | +147.2% | +13.3% | +133.9% | +87.3% |
| 1Y | +124.7% | +14.8% | +109.9% | +65.5% |
| All | +124.7% | +14.6% | +110.0% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling