+396.1%
SPMO vs PENG
+661.7%
-265.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.3% | -4.8% | +2.9% |
| 7D | -1.9% | -3.8% | +1.9% | -1.9% |
| 30D | -14.1% | -40.1% | +26.0% | -7.7% |
| 3M | -13.1% | -21.8% | +8.7% | -11.2% |
| 6M | -9.4% | +3.3% | -12.7% | -13.1% |
| YTD | +9.5% | +133.6% | -124.1% | -8.3% |
| 1Y | +10.5% | +110.7% | -100.2% | -6.2% |
| 3Y | +124.4% | +204.3% | -79.9% | +74.0% |
| 5Y | +110.5% | +54.4% | +56.1% | +70.8% |
| All | +396.1% | +661.7% | -265.5% | +238.3% |
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