+114.4%
SPMO vs PENG
+56.5%
+57.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -0.6% |
| 7D | +6.3% | +13.2% | -6.9% | +3.8% |
| 30D | -8.9% | -29.9% | +21.1% | -3.9% |
| 3M | -13.2% | -22.2% | +9.0% | -11.1% |
| 6M | -9.3% | -1.9% | -7.4% | -12.7% |
| YTD | +11.6% | +142.1% | -130.6% | -9.4% |
| 1Y | +13.4% | +151.5% | -138.1% | -8.6% |
| 3Y | +122.9% | +206.9% | -84.0% | +66.8% |
| All | +114.4% | +56.5% | +57.8% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling