+288.6%
SPGI vs PENG
+520.3%
-231.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -23.0% | +21.1% | +0.6% |
| 7D | +2.6% | -36.7% | +39.2% | +7.2% |
| 30D | +19.3% | -42.0% | +61.3% | +25.2% |
| 3M | +15.5% | -33.2% | +48.7% | +18.4% |
| 6M | +18.3% | +2.1% | +16.2% | +9.6% |
| YTD | -3.8% | +90.3% | -94.1% | -19.8% |
| 1Y | +1.3% | +67.7% | -66.3% | -14.1% |
| 3Y | +33.6% | +154.2% | -120.6% | +0.1% |
| 5Y | +13.2% | +28.3% | -15.1% | -10.5% |
| All | +288.6% | +520.3% | -231.7% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling