+506.1%
SPCX vs PENG
+128.7%
+377.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +5.8% |
| 7D | +1.3% | -16.1% | +17.3% | +21.4% |
| 30D | -12.0% | -41.5% | +29.5% | +84.2% |
| 3M | +3.1% | -19.1% | +22.2% | -28.0% |
| 6M | +457.1% | +105.8% | +351.3% | -58.2% |
| YTD | +457.1% | +105.8% | +351.3% | -58.2% |
| 1Y | +457.1% | +105.8% | +351.3% | -58.2% |
| All | +506.1% | +128.7% | +377.4% | -54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling