+72.6%
SPY vs PENG
+56.5%
+16.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.4% |
| 7D | +2.6% | +13.2% | -10.6% | +0.7% |
| 30D | -2.0% | -29.9% | +28.0% | +1.8% |
| 3M | -2.8% | -22.2% | +19.5% | -1.3% |
| 6M | +2.1% | -1.9% | +4.0% | -3.0% |
| YTD | +11.5% | +142.1% | -130.6% | -10.2% |
| 1Y | +13.5% | +151.5% | -138.1% | -9.3% |
| 3Y | +77.7% | +206.9% | -129.2% | +29.2% |
| All | +72.6% | +56.5% | +16.0% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling