-60.5%
SPCH vs PENG
-32.5%
-28.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +9.3% | +2.7% | +7.2% |
| 7D | +6.2% | -3.8% | +10.0% | +8.3% |
| 30D | -28.1% | -40.1% | +12.0% | -11.4% |
| 3M | -0.5% | -21.8% | +21.3% | +8.9% |
| All | -60.5% | -32.5% | -28.0% | -56.5% |
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