-2.5%
SPOT vs PENG
+88.9%
-91.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.4% | -14.2% | -1.1% |
| 7D | +1.6% | -19.4% | +21.1% | +0.6% |
| 30D | +17.6% | -42.4% | +60.0% | +15.0% |
| 3M | +26.9% | -25.6% | +52.6% | +25.9% |
| 6M | +41.8% | +7.3% | +34.5% | +31.9% |
| YTD | +3.8% | +113.9% | -110.0% | -12.5% |
| 1Y | -2.5% | +93.6% | -96.0% | -17.4% |
| All | -2.5% | +88.9% | -91.4% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling