+470.9%
MA vs PENG
+735.0%
-264.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.4% |
| 7D | -0.5% | +34.6% | -35.1% | -4.2% |
| 30D | +7.9% | -35.9% | +43.8% | +12.4% |
| 3M | +16.8% | -14.7% | +31.5% | +16.5% |
| 6M | +31.0% | +13.5% | +17.5% | +20.9% |
| YTD | +15.0% | +156.1% | -141.1% | -7.9% |
| 1Y | +17.0% | +141.3% | -124.3% | -5.7% |
| 3Y | +68.5% | +223.4% | -155.0% | +21.1% |
| 5Y | +85.0% | +67.4% | +17.6% | +40.5% |
| All | +470.9% | +735.0% | -264.1% | +222.5% |
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