+11.5%
SPMO vs PENG
+120.5%
-109.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.1% | +8.3% | +1.0% |
| 7D | -8.9% | -20.5% | +11.6% | -4.9% |
| 30D | -13.8% | -20.4% | +6.6% | -10.9% |
| 3M | -12.5% | -16.4% | +3.9% | -11.1% |
| 6M | -1.5% | +49.2% | -50.7% | -12.4% |
| YTD | +11.3% | +147.2% | -135.9% | -11.5% |
| 1Y | +11.5% | +124.7% | -113.2% | -9.7% |
| All | +11.5% | +120.5% | -109.0% | -9.7% |
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 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 · 6 months rolling