+645.0%
PENG vs SPY
+265.2%
+379.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.3% |
| 7D | +34.6% | +3.3% | +31.3% | +27.8% |
| 30D | -35.9% | -2.7% | -33.2% | -30.9% |
| 3M | -14.7% | -1.7% | -12.9% | -8.9% |
| 6M | +13.5% | +3.1% | +10.4% | +15.1% |
| YTD | +156.1% | +11.9% | +144.2% | +130.7% |
| 1Y | +141.3% | +12.0% | +129.3% | +118.0% |
| 3Y | +223.4% | +78.2% | +145.3% | +47.5% |
| 5Y | +67.4% | +73.2% | -5.8% | -16.9% |
| All | +645.0% | +265.2% | +379.8% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling