+89.5%
SPYG vs PENG
+184.4%
-94.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.4% | -11.5% | -1.1% |
| 7D | -3.6% | -19.4% | +15.8% | -1.0% |
| 30D | -11.2% | -42.4% | +31.2% | -4.2% |
| 3M | -8.1% | -25.6% | +17.6% | -5.6% |
| 6M | -3.3% | +7.3% | -10.6% | -10.5% |
| YTD | +5.5% | +113.9% | -108.3% | -16.1% |
| 1Y | +7.0% | +93.6% | -86.6% | -13.4% |
| 3Y | +89.5% | +170.2% | -80.7% | +33.8% |
| All | +89.5% | +184.4% | -94.9% | +33.8% |
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