+120.1%
SPOT vs PENG
+56.5%
+63.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.8% | +3.1% |
| 7D | +1.6% | +13.2% | -11.6% | -0.2% |
| 30D | +16.9% | -29.9% | +46.9% | +20.9% |
| 3M | +23.0% | -22.2% | +45.2% | +23.8% |
| 6M | +42.2% | -1.9% | +44.1% | +29.2% |
| YTD | +5.5% | +142.1% | -136.6% | -24.4% |
| 1Y | -5.1% | +151.5% | -156.6% | -32.7% |
| 3Y | +257.9% | +206.9% | +51.0% | +112.0% |
| All | +120.1% | +56.5% | +63.5% | +45.8% |
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