-63.2%
SPCH vs PENG
-28.6%
-34.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.1% | +1.5% | -3.6% |
| 7D | -13.4% | -20.5% | +7.1% | -4.5% |
| 30D | -39.6% | -20.4% | -19.3% | -33.9% |
| 3M | -1.4% | -16.4% | +15.0% | +5.3% |
| All | -63.2% | -28.6% | -34.6% | -60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling