+137.7%
SPG vs PENG
+689.3%
-551.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.5% |
| 7D | +2.0% | +13.2% | -11.2% | +0.1% |
| 30D | +17.2% | -29.9% | +47.2% | +21.6% |
| 3M | +6.3% | -22.2% | +28.6% | +7.4% |
| 6M | +18.7% | -1.9% | +20.6% | +10.6% |
| YTD | +30.1% | +142.1% | -112.0% | +1.2% |
| 1Y | +32.8% | +151.5% | -118.8% | +2.4% |
| 3Y | +133.6% | +206.9% | -73.4% | +62.1% |
| 5Y | +84.4% | +58.2% | +26.2% | +36.1% |
| All | +137.7% | +689.3% | -551.6% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling