+92.7%
SPYG vs PENG
+227.7%
-134.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | +4.2% | +34.6% | -30.4% | -0.9% |
| 30D | -7.4% | -35.9% | +28.5% | -1.9% |
| 3M | -5.3% | -14.7% | +9.4% | -4.9% |
| 6M | -1.2% | +13.5% | -14.7% | -9.0% |
| YTD | +9.0% | +156.1% | -147.1% | -15.8% |
| 1Y | +8.8% | +141.3% | -132.5% | -15.1% |
| All | +92.7% | +227.7% | -134.9% | +34.2% |
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