+375.2%
SPMO vs PENG
+597.2%
-222.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.4% | -10.8% | -0.4% |
| 7D | -8.7% | -19.4% | +10.7% | -6.0% |
| 30D | -18.7% | -42.4% | +23.7% | -12.1% |
| 3M | -16.4% | -25.6% | +9.2% | -13.9% |
| 6M | -11.9% | +7.3% | -19.1% | -15.9% |
| YTD | +4.9% | +113.9% | -109.0% | -10.9% |
| 1Y | +6.2% | +93.6% | -87.4% | -8.6% |
| 3Y | +115.1% | +170.2% | -55.1% | +69.9% |
| 5Y | +102.2% | +44.2% | +58.0% | +66.0% |
| All | +375.2% | +597.2% | -222.0% | +228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling