+254.2%
SPY vs PENG
+597.2%
-343.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.4% | -12.1% | -1.4% |
| 7D | -2.7% | -19.4% | +16.7% | -0.5% |
| 30D | -5.4% | -42.4% | +37.0% | +0.9% |
| 3M | -4.1% | -25.6% | +21.6% | -2.0% |
| 6M | +0.7% | +7.3% | -6.6% | -5.3% |
| YTD | +8.7% | +113.9% | -105.2% | -8.9% |
| 1Y | +10.9% | +93.6% | -82.7% | -5.8% |
| 3Y | +75.0% | +170.2% | -95.2% | +35.4% |
| 5Y | +67.8% | +44.2% | +23.6% | +35.1% |
| All | +254.2% | +597.2% | -343.0% | +138.5% |
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