+140.4%
PENG vs SPY
+74.5%
+65.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -4.4% | -18.6% | -12.4% |
| 7D | -36.7% | -4.7% | -32.0% | -27.3% |
| 30D | -42.0% | -5.9% | -36.1% | -30.9% |
| 3M | -33.2% | -4.5% | -28.7% | -22.3% |
| 6M | +2.1% | +1.8% | +0.3% | +7.3% |
| YTD | +90.3% | +8.3% | +82.0% | +78.9% |
| 1Y | +67.7% | +9.3% | +58.3% | +55.5% |
| All | +140.4% | +74.5% | +65.9% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling