+261.3%
SPY vs PENG
+644.0%
-382.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | 0.0% |
| 7D | -0.6% | -16.1% | +15.5% | +1.3% |
| 30D | -3.7% | -41.5% | +37.8% | +2.5% |
| 3M | -2.7% | -19.1% | +16.4% | -1.8% |
| 6M | +2.2% | +0.9% | +1.3% | -2.9% |
| YTD | +10.8% | +128.2% | -117.4% | -7.9% |
| 1Y | +11.2% | +98.6% | -87.3% | -5.9% |
| 3Y | +76.5% | +188.2% | -111.7% | +35.3% |
| 5Y | +72.9% | +55.5% | +17.4% | +37.7% |
| All | +261.3% | +644.0% | -382.7% | +141.0% |
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 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