+289.4%
SPGI vs PENG
+644.0%
-354.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | +1.6% | -16.1% | +17.7% | +3.0% |
| 30D | +16.1% | -41.5% | +57.6% | +21.8% |
| 3M | +15.5% | -19.1% | +34.6% | +15.8% |
| 6M | +19.6% | +0.9% | +18.7% | +11.9% |
| YTD | -3.6% | +128.2% | -131.8% | -21.3% |
| 1Y | +2.2% | +98.6% | -96.4% | -15.0% |
| 3Y | +30.1% | +188.2% | -158.1% | -3.6% |
| 5Y | +14.9% | +55.5% | -40.6% | -11.3% |
| All | +289.4% | +644.0% | -354.6% | +139.0% |
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 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