+471.0%
MA vs PENG
+597.2%
-126.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.4% | -12.9% | -2.0% |
| 7D | +2.3% | -19.4% | +21.8% | +4.2% |
| 30D | +14.7% | -42.4% | +57.1% | +21.0% |
| 3M | +13.5% | -25.6% | +39.1% | +15.1% |
| 6M | +33.1% | +7.3% | +25.8% | +23.1% |
| YTD | +15.1% | +113.9% | -98.8% | -5.8% |
| 1Y | +18.7% | +93.6% | -74.8% | -1.6% |
| 3Y | +72.1% | +170.2% | -98.1% | +26.5% |
| 5Y | +92.8% | +44.2% | +48.6% | +48.9% |
| All | +471.0% | +597.2% | -126.2% | +229.9% |
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 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