+11.7%
SPGI vs PENG
+42.1%
-30.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.4% | -13.4% | -1.7% |
| 7D | +0.3% | -19.4% | +19.7% | +1.2% |
| 30D | +18.4% | -42.4% | +60.8% | +21.9% |
| 3M | +15.7% | -25.6% | +41.3% | +16.5% |
| 6M | +17.3% | +7.3% | +10.0% | +9.4% |
| YTD | -4.7% | +113.9% | -118.6% | -19.6% |
| 1Y | +1.8% | +93.6% | -91.8% | -13.2% |
| 3Y | +31.7% | +170.2% | -138.5% | +0.5% |
| All | +11.7% | +42.1% | -30.4% | -15.5% |
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