+413.5%
SPMO vs PENG
+735.0%
-321.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | +9.8% | +34.6% | -24.8% | +4.4% |
| 30D | -9.2% | -35.9% | +26.7% | -3.5% |
| 3M | -11.0% | -14.7% | +3.7% | -10.3% |
| 6M | -6.6% | +13.5% | -20.2% | -11.8% |
| YTD | +13.3% | +156.1% | -142.8% | -6.6% |
| 1Y | +12.7% | +141.3% | -128.7% | -6.4% |
| 3Y | +127.5% | +223.4% | -95.9% | +74.4% |
| 5Y | +117.4% | +67.4% | +50.0% | +73.9% |
| All | +413.5% | +735.0% | -321.5% | +244.8% |
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