+9.5%
SPGI vs PENG
+115.2%
-105.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.0% |
| 7D | +0.1% | +4.5% | -4.4% | -0.2% |
| 30D | +8.4% | -7.1% | +15.5% | +8.8% |
| 3M | +11.8% | -27.3% | +39.1% | +12.7% |
| 6M | +5.7% | +169.6% | -163.9% | -10.8% |
| YTD | -9.7% | +164.6% | -174.3% | -23.7% |
| 1Y | -12.5% | +109.5% | -121.9% | -24.4% |
| 3Y | +21.8% | +98.9% | -77.1% | -0.5% |
| All | +9.5% | +115.2% | -105.7% | -14.0% |
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 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