+107.8%
PENG vs SPY
+82.0%
+25.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +7.2% |
| 7D | +4.5% | +0.1% | +4.4% | +4.3% |
| 30D | -7.1% | +0.1% | -7.2% | -7.0% |
| 3M | -27.3% | +2.0% | -29.3% | -28.0% |
| 6M | +169.6% | +13.0% | +156.6% | +125.6% |
| YTD | +164.6% | +13.5% | +151.1% | +120.6% |
| 1Y | +109.5% | +20.0% | +89.5% | +59.5% |
| 3Y | +98.9% | +77.2% | +21.7% | -16.7% |
| All | +107.8% | +82.0% | +25.8% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling