+473.7%
MA vs PENG
+661.7%
-187.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.3% | -8.8% | -0.6% |
| 7D | -0.3% | -3.8% | +3.4% | -0.6% |
| 30D | +11.3% | -40.1% | +51.4% | +16.9% |
| 3M | +16.7% | -21.8% | +38.5% | +17.7% |
| 6M | +32.8% | +3.3% | +29.5% | +24.0% |
| YTD | +15.6% | +133.6% | -118.0% | -6.4% |
| 1Y | +19.6% | +110.7% | -91.1% | -1.9% |
| 3Y | +72.1% | +204.3% | -132.2% | +24.4% |
| 5Y | +96.0% | +54.4% | +41.7% | +50.3% |
| All | +473.7% | +661.7% | -187.9% | +227.9% |
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