-79.2%
SPXS vs PENG
+184.4%
-263.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.4% | -13.2% | +3.4% |
| 7D | +7.5% | -19.4% | +26.9% | +2.0% |
| 30D | +17.5% | -42.4% | +59.9% | +1.0% |
| 3M | +14.7% | -25.6% | +40.3% | +9.7% |
| 6M | -0.1% | +7.3% | -7.4% | +21.4% |
| YTD | -19.7% | +113.9% | -133.6% | +39.5% |
| 1Y | -23.6% | +93.6% | -117.2% | +28.3% |
| 3Y | -79.2% | +170.2% | -249.4% | -44.3% |
| All | -79.2% | +184.4% | -263.5% | -44.3% |
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 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