-99.3%
SPXS vs PENG
+755.0%
-854.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.3% |
| 7D | -1.5% | +7.8% | -9.3% | +1.6% |
| 30D | +3.7% | -12.2% | +15.9% | -1.2% |
| 3M | -9.6% | -20.6% | +11.0% | -12.9% |
| 6M | -32.4% | +180.9% | -213.3% | +20.3% |
| YTD | -28.7% | +162.3% | -190.9% | +25.2% |
| 1Y | -38.1% | +107.3% | -145.4% | +0.2% |
| 3Y | -80.1% | +110.8% | -190.9% | -57.7% |
| 5Y | -85.9% | +117.8% | -203.7% | -61.3% |
| All | -99.3% | +755.0% | -854.3% | -96.3% |
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