+81.5%
SPG vs PENG
+56.2%
+25.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.3% | -7.2% | +1.2% |
| 7D | +5.1% | -3.8% | +8.9% | +4.9% |
| 30D | +16.8% | -40.1% | +56.9% | +21.4% |
| 3M | +5.7% | -21.8% | +27.4% | +6.3% |
| 6M | +17.8% | +3.3% | +14.5% | +10.2% |
| YTD | +30.1% | +133.6% | -103.5% | +5.8% |
| 1Y | +32.8% | +110.7% | -77.9% | +9.5% |
| 3Y | +137.2% | +204.3% | -67.0% | +70.8% |
| 5Y | +81.5% | +54.4% | +27.1% | +32.6% |
| All | +81.5% | +56.2% | +25.3% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling