+308.8%
SPOT vs PENG
+91.6%
+217.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -1.1% |
| 7D | -3.0% | +1.9% | -4.8% | -3.9% |
| 30D | +15.2% | -37.8% | +53.0% | +21.8% |
| 3M | +21.6% | -14.1% | +35.7% | +20.4% |
| 6M | +45.2% | +13.1% | +32.1% | +29.4% |
| YTD | +4.9% | +151.8% | -146.9% | -22.4% |
| 1Y | -4.8% | +136.0% | -140.7% | -28.8% |
| 3Y | +256.3% | +217.9% | +38.3% | +131.7% |
| 5Y | +120.2% | +64.1% | +56.1% | +54.6% |
| All | +308.8% | +91.6% | +217.1% | +154.6% |
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