-83.3%
SPXU vs PENG
+56.2%
-139.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +9.3% | -16.3% | -3.3% |
| 7D | -1.5% | -3.8% | +2.3% | -0.4% |
| 30D | +9.7% | -40.1% | +49.7% | -6.9% |
| 3M | +8.4% | -21.8% | +30.2% | +4.8% |
| 6M | -5.7% | +3.3% | -9.1% | +12.6% |
| YTD | -25.4% | +133.6% | -159.1% | +39.6% |
| 1Y | -28.9% | +110.7% | -139.6% | +28.0% |
| 3Y | -81.2% | +204.3% | -285.4% | -46.5% |
| 5Y | -83.3% | +54.4% | -137.7% | -51.3% |
| All | -83.3% | +56.2% | -139.5% | -51.3% |
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 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