-80.4%
SPXS vs PENG
+227.7%
-308.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +1.6% |
| 7D | -9.5% | +34.6% | -44.1% | +1.0% |
| 30D | +7.4% | -35.9% | +43.3% | -3.8% |
| 3M | +6.1% | -14.7% | +20.8% | +6.8% |
| 6M | -7.3% | +13.5% | -20.8% | +13.8% |
| YTD | -26.7% | +156.1% | -182.9% | +36.0% |
| 1Y | -26.2% | +141.3% | -167.5% | +34.6% |
| All | -80.4% | +227.7% | -308.1% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling