+522.0%
PENG vs SPY
+254.6%
+267.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.1% | +11.8% |
| 7D | -19.4% | -2.7% | -16.7% | -14.2% |
| 30D | -42.4% | -5.4% | -37.0% | -35.0% |
| 3M | -25.6% | -4.1% | -21.6% | -17.5% |
| 6M | +7.3% | +0.7% | +6.6% | +13.0% |
| YTD | +113.9% | +8.7% | +105.2% | +101.9% |
| 1Y | +93.6% | +10.9% | +82.7% | +77.6% |
| 3Y | +170.2% | +75.0% | +95.2% | +27.0% |
| 5Y | +44.2% | +67.8% | -23.6% | -24.7% |
| All | +522.0% | +254.6% | +267.4% | +5.0% |
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