+5.7%
SPGI vs PENG
+170.4%
-164.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -0.9% |
| 7D | +0.1% | +4.5% | -4.4% | +0.6% |
| 30D | +8.4% | -7.1% | +15.5% | +7.8% |
| 3M | +11.8% | -27.3% | +39.1% | +10.1% |
| 6M | +5.7% | +169.6% | -163.9% | -1.7% |
| All | +5.7% | +170.4% | -164.7% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling