+131.2%
SPG vs PENG
+520.3%
-389.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -23.0% | +22.2% | +2.4% |
| 7D | +5.0% | -36.7% | +41.7% | +11.1% |
| 30D | +12.3% | -42.0% | +54.3% | +19.4% |
| 3M | +1.9% | -33.2% | +35.1% | +5.2% |
| 6M | +14.4% | +2.1% | +12.3% | +4.9% |
| YTD | +26.5% | +90.3% | -63.8% | +2.1% |
| 1Y | +30.7% | +67.7% | -37.0% | +7.6% |
| 3Y | +122.6% | +154.2% | -31.6% | +58.5% |
| 5Y | +73.3% | +28.3% | +45.0% | +31.8% |
| All | +131.2% | +520.3% | -389.2% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling