+2.9%
SPGI vs PENG
+120.5%
-117.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.1% | +12.5% | +2.8% |
| 7D | +7.2% | -20.5% | +27.7% | +5.9% |
| 30D | +23.2% | -20.4% | +43.6% | +22.1% |
| 3M | +17.0% | -16.4% | +33.4% | +16.6% |
| 6M | +20.4% | +49.2% | -28.8% | +13.0% |
| YTD | -1.9% | +147.2% | -149.1% | -13.7% |
| 1Y | +2.9% | +124.7% | -121.8% | -9.9% |
| All | +2.9% | +120.5% | -117.6% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling