-86.0%
SPXU vs PENG
+107.7%
-193.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.3% |
| 7D | -1.5% | +7.8% | -9.3% | +1.7% |
| 30D | +3.7% | -12.2% | +15.9% | -1.1% |
| 3M | -9.6% | -20.6% | +11.1% | -12.9% |
| 6M | -32.4% | +180.9% | -213.3% | +25.7% |
| YTD | -28.7% | +162.3% | -191.0% | +30.4% |
| 1Y | -38.2% | +107.3% | -145.5% | +3.4% |
| 3Y | -80.4% | +110.8% | -191.2% | -56.1% |
| 5Y | -86.0% | +117.8% | -203.9% | -60.0% |
| All | -86.0% | +107.7% | -193.7% | -60.0% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling