+289.6%
SPGI vs PENG
+689.3%
-399.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.7% |
| 7D | +1.2% | +13.2% | -12.0% | -0.3% |
| 30D | +15.9% | -29.9% | +45.8% | +19.2% |
| 3M | +12.3% | -22.2% | +34.5% | +13.2% |
| 6M | +23.7% | -1.9% | +25.6% | +16.5% |
| YTD | -3.5% | +142.1% | -145.7% | -21.9% |
| 1Y | +0.4% | +151.5% | -151.1% | -19.2% |
| 3Y | +29.9% | +206.9% | -177.0% | -4.6% |
| 5Y | +15.2% | +58.2% | -43.0% | -11.1% |
| All | +289.6% | +689.3% | -399.7% | +137.3% |
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