-30.6%
SPXU vs PENG
+120.5%
-151.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.1% | +4.2% | -7.0% |
| 7D | +2.2% | -20.5% | +22.6% | -2.7% |
| 30D | +3.8% | -20.4% | +24.1% | 0.0% |
| 3M | +3.3% | -16.4% | +19.7% | +1.9% |
| 6M | -16.7% | +49.2% | -65.9% | +8.6% |
| YTD | -28.6% | +147.2% | -175.8% | +20.9% |
| 1Y | -30.6% | +124.7% | -155.2% | +14.1% |
| All | -30.6% | +120.5% | -151.0% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling