+54.4%
PENG vs SPY
+71.5%
-17.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.9% | +4.5% |
| 7D | -3.8% | +0.1% | -3.9% | -2.2% |
| 30D | -40.1% | -3.3% | -36.8% | -34.1% |
| 3M | -21.8% | -2.4% | -19.4% | -14.8% |
| 6M | +3.3% | +2.6% | +0.8% | +5.7% |
| YTD | +133.6% | +11.2% | +122.4% | +110.1% |
| 1Y | +110.7% | +13.4% | +97.3% | +84.1% |
| 3Y | +204.3% | +79.9% | +124.4% | +29.0% |
| 5Y | +54.4% | +72.2% | -17.8% | -24.4% |
| All | +54.4% | +71.5% | -17.1% | -24.4% |
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