-80.8%
SPXU vs PENG
+108.8%
-189.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | +3.3% |
| 7D | -0.1% | +4.5% | -4.7% | +1.3% |
| 30D | +0.8% | -7.1% | +7.9% | -0.9% |
| 3M | -4.7% | -27.3% | +22.6% | -8.8% |
| 6M | -29.6% | +169.6% | -199.2% | +12.2% |
| YTD | -29.9% | +164.6% | -194.5% | +12.6% |
| 1Y | -39.1% | +109.5% | -148.5% | -8.0% |
| All | -80.8% | +108.8% | -189.6% | -63.4% |
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