+43.6%
PENG vs SPY
+67.4%
-23.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.1% | +11.8% |
| 7D | -19.4% | -2.7% | -16.7% | -13.5% |
| 30D | -42.4% | -5.4% | -37.0% | -33.9% |
| 3M | -25.6% | -4.1% | -21.6% | -16.3% |
| 6M | +7.3% | +0.7% | +6.6% | +13.8% |
| YTD | +113.9% | +8.7% | +105.2% | +101.1% |
| 1Y | +93.6% | +10.9% | +82.7% | +76.5% |
| 3Y | +170.2% | +75.0% | +95.2% | +20.7% |
| All | +43.6% | +67.4% | -23.7% | -26.1% |
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 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