+453.5%
PENG vs SPY
+253.5%
+199.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -4.4% | -18.6% | -15.4% |
| 7D | -36.7% | -4.7% | -32.0% | -29.9% |
| 30D | -42.0% | -5.9% | -36.1% | -34.0% |
| 3M | -33.2% | -4.5% | -28.7% | -25.3% |
| 6M | +2.1% | +1.8% | +0.3% | +5.8% |
| YTD | +90.3% | +8.3% | +82.0% | +80.5% |
| 1Y | +67.7% | +9.3% | +58.3% | +57.3% |
| 3Y | +154.2% | +74.9% | +79.4% | +19.6% |
| 5Y | +28.3% | +67.3% | -39.0% | -32.7% |
| All | +453.5% | +253.5% | +199.9% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling