-99.3%
SPXU vs PENG
+751.0%
-850.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.2% |
| 7D | +1.3% | +7.3% | -6.0% | +4.3% |
| 30D | +5.1% | -7.5% | +12.6% | +2.4% |
| 3M | -9.1% | -17.2% | +8.1% | -10.9% |
| 6M | -29.6% | +176.7% | -206.3% | +24.3% |
| YTD | -27.7% | +161.0% | -188.7% | +26.4% |
| 1Y | -37.0% | +108.8% | -145.8% | +2.2% |
| 3Y | -80.2% | +109.8% | -189.9% | -58.0% |
| 5Y | -86.0% | +111.7% | -197.8% | -62.1% |
| All | -99.3% | +751.0% | -850.3% | -96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling