+262.6%
SPY vs PENG
+661.7%
-399.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.3% | -6.9% | +1.1% |
| 7D | +0.1% | -3.8% | +3.9% | -0.1% |
| 30D | -3.3% | -40.1% | +36.8% | +2.5% |
| 3M | -2.4% | -21.8% | +19.4% | -1.0% |
| 6M | +2.6% | +3.3% | -0.8% | -2.8% |
| YTD | +11.2% | +133.6% | -122.4% | -7.9% |
| 1Y | +13.4% | +110.7% | -97.3% | -4.9% |
| 3Y | +79.9% | +204.3% | -124.4% | +36.9% |
| 5Y | +72.2% | +54.4% | +17.8% | +37.3% |
| All | +262.6% | +661.7% | -399.1% | +141.1% |
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