-64.8%
SPCH vs PENG
-38.2%
-26.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +12.4% | +4.4% | +10.7% |
| 7D | -3.0% | -19.4% | +16.4% | +6.9% |
| 30D | -39.8% | -42.4% | +2.6% | -23.9% |
| 3M | +16.8% | -25.6% | +42.5% | +32.0% |
| All | -64.8% | -38.2% | -26.5% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling