+301.7%
SPOT vs PENG
+94.9%
+206.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.5% | -2.0% |
| 7D | -2.6% | +34.6% | -37.2% | -7.1% |
| 30D | +13.5% | -35.9% | +49.4% | +19.4% |
| 3M | +22.2% | -14.7% | +36.9% | +21.3% |
| 6M | +38.3% | +13.5% | +24.8% | +23.3% |
| YTD | +3.1% | +156.1% | -153.1% | -24.0% |
| 1Y | -7.6% | +141.3% | -148.9% | -31.2% |
| 3Y | +250.0% | +223.4% | +26.6% | +127.1% |
| 5Y | +113.3% | +67.4% | +45.9% | +49.3% |
| All | +301.7% | +94.9% | +206.7% | +149.5% |
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