-86.1%
SPXS vs PENG
+115.2%
-201.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | +4.0% |
| 7D | -0.1% | +4.5% | -4.6% | +1.9% |
| 30D | +0.8% | -7.1% | +7.9% | -1.6% |
| 3M | -4.7% | -27.3% | +22.5% | -11.0% |
| 6M | -29.6% | +169.6% | -199.2% | +28.4% |
| YTD | -29.8% | +164.6% | -194.4% | +29.0% |
| 1Y | -38.9% | +109.5% | -148.4% | +2.8% |
| 3Y | -79.6% | +98.9% | -178.5% | -56.0% |
| All | -86.1% | +115.2% | -201.3% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling