+473.8%
SPMO vs PENG
+755.0%
-281.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +3.4% | +7.8% | -4.4% | +2.1% |
| 30D | +0.5% | -12.2% | +12.7% | +2.4% |
| 3M | +1.9% | -20.6% | +22.5% | +3.9% |
| 6M | +27.8% | +180.9% | -153.1% | +6.1% |
| YTD | +26.7% | +162.3% | -135.6% | +5.7% |
| 1Y | +28.9% | +107.3% | -78.4% | +10.8% |
| 3Y | +160.7% | +110.8% | +49.9% | +110.7% |
| 5Y | +150.2% | +117.8% | +32.4% | +95.3% |
| All | +473.8% | +755.0% | -281.2% | +290.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling