+12.0%
SPY vs PENG
+136.5%
-124.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +3.3% | +34.6% | -31.3% | +0.6% |
| 30D | -2.7% | -35.9% | +33.2% | +0.1% |
| 3M | -1.7% | -14.7% | +12.9% | -1.6% |
| 6M | +3.1% | +13.5% | -10.4% | -2.2% |
| YTD | +11.9% | +156.1% | -144.2% | -6.4% |
| 1Y | +12.0% | +141.3% | -129.3% | -5.5% |
| All | +12.0% | +136.5% | -124.6% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling