+67.8%
SPYG vs PENG
+56.5%
+11.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | +0.1% |
| 7D | +2.3% | +13.2% | -10.9% | -0.1% |
| 30D | -6.5% | -29.9% | +23.5% | -1.6% |
| 3M | -6.8% | -22.2% | +15.4% | -4.9% |
| 6M | -3.1% | -1.9% | -1.3% | -8.8% |
| YTD | +8.0% | +142.1% | -134.1% | -17.1% |
| 1Y | +10.2% | +151.5% | -141.3% | -16.2% |
| 3Y | +91.0% | +206.9% | -115.9% | +30.2% |
| All | +67.8% | +56.5% | +11.3% | +20.9% |
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