+110.2%
SPOT vs PENG
+42.1%
+68.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.4% | -14.2% | -3.5% |
| 7D | +1.6% | -19.4% | +21.1% | +3.8% |
| 30D | +17.6% | -42.4% | +60.0% | +24.9% |
| 3M | +26.9% | -25.6% | +52.6% | +28.2% |
| 6M | +41.8% | +7.3% | +34.5% | +24.3% |
| YTD | +3.8% | +113.9% | -110.0% | -24.3% |
| 1Y | -2.5% | +93.6% | -96.0% | -27.4% |
| 3Y | +260.6% | +170.2% | +90.3% | +117.3% |
| All | +110.2% | +42.1% | +68.1% | +41.6% |
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 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