+62.3%
PENG vs SPY
+72.1%
-9.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -4.7% |
| 7D | +13.2% | +2.6% | +10.6% | +8.1% |
| 30D | -29.9% | -2.0% | -28.0% | -25.0% |
| 3M | -22.2% | -2.8% | -19.5% | -14.6% |
| 6M | -1.9% | +2.1% | -4.0% | +1.2% |
| YTD | +142.1% | +11.5% | +130.6% | +117.3% |
| 1Y | +151.5% | +13.5% | +138.1% | +119.3% |
| 3Y | +206.9% | +77.7% | +129.2% | +32.9% |
| All | +62.3% | +72.1% | -9.8% | -20.6% |
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