+73.1%
MA vs PENG
+115.2%
-42.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -1.6% |
| 7D | -2.7% | +4.5% | -7.2% | -3.0% |
| 30D | +1.5% | -7.1% | +8.6% | +1.9% |
| 3M | +20.4% | -27.3% | +47.7% | +21.5% |
| 6M | +11.1% | +169.6% | -158.4% | -4.7% |
| YTD | +2.0% | +164.6% | -162.7% | -12.7% |
| 1Y | -2.2% | +109.5% | -111.6% | -14.3% |
| 3Y | +41.9% | +98.9% | -57.0% | +17.7% |
| All | +73.1% | +115.2% | -42.1% | +39.4% |
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