+78.0%
SPY vs PENG
+101.4%
-23.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.1% |
| 7D | +0.1% | +4.5% | -4.4% | -0.4% |
| 30D | +0.1% | -7.1% | +7.2% | +0.6% |
| 3M | +2.0% | -27.3% | +29.3% | +3.7% |
| 6M | +13.0% | +169.6% | -156.6% | -3.3% |
| YTD | +13.5% | +164.6% | -151.1% | -3.0% |
| 1Y | +20.0% | +109.5% | -89.5% | +4.9% |
| All | +78.0% | +101.4% | -23.4% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling