+266.0%
SPY vs PENG
+720.8%
-454.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.3% | -9.0% | -0.1% |
| 7D | -0.9% | +1.9% | -2.8% | -1.7% |
| 30D | -2.4% | -37.8% | +35.4% | +3.0% |
| 3M | -1.2% | -14.1% | +12.9% | -1.1% |
| 6M | +3.3% | +13.1% | -9.8% | -3.4% |
| YTD | +12.3% | +151.8% | -139.5% | -8.0% |
| 1Y | +12.4% | +136.0% | -123.5% | -7.2% |
| 3Y | +78.8% | +217.9% | -139.1% | +35.2% |
| 5Y | +75.2% | +64.1% | +11.1% | +38.4% |
| All | +266.0% | +720.8% | -454.8% | +140.8% |
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