+264.0%
SPOT vs PENG
+101.4%
+162.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.6% | -4.3% |
| 7D | -0.9% | +4.5% | -5.5% | -1.8% |
| 30D | +12.5% | -7.1% | +19.6% | +13.2% |
| 3M | +9.9% | -27.3% | +37.2% | +11.6% |
| 6M | +1.6% | +169.6% | -168.0% | -23.0% |
| YTD | -6.6% | +164.6% | -171.2% | -29.4% |
| 1Y | -22.9% | +109.5% | -132.4% | -39.4% |
| 3Y | +244.3% | +98.9% | +145.3% | +148.7% |
| 5Y | +117.8% | +116.3% | +1.6% | +49.7% |
| All | +264.0% | +101.4% | +162.6% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling