+161.4%
SPMO vs PENG
+108.8%
+52.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.9% | +0.4% |
| 7D | +2.0% | +4.5% | -2.5% | +1.2% |
| 30D | -0.4% | -7.1% | +6.7% | +0.7% |
| 3M | -1.9% | -27.3% | +25.4% | +1.5% |
| 6M | +25.0% | +169.6% | -144.5% | +3.3% |
| YTD | +26.0% | +164.6% | -138.6% | +4.0% |
| 1Y | +28.7% | +109.5% | -80.8% | +9.3% |
| All | +161.4% | +108.8% | +52.6% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling