+73.8%
SPYM vs PENG
+66.2%
+7.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.6% |
| 7D | +3.3% | +34.6% | -31.3% | -1.0% |
| 30D | -2.6% | -35.9% | +33.3% | +2.2% |
| 3M | -1.7% | -14.7% | +13.0% | -1.5% |
| 6M | +3.1% | +13.5% | -10.4% | -4.1% |
| YTD | +12.0% | +156.1% | -144.1% | -10.2% |
| 1Y | +12.1% | +141.3% | -129.2% | -9.4% |
| 3Y | +78.5% | +223.4% | -144.9% | +29.5% |
| 5Y | +73.8% | +67.4% | +6.5% | +30.7% |
| All | +73.8% | +66.2% | +7.7% | +30.7% |
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