+92.3%
MA vs PENG
+42.1%
+50.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.4% | -12.9% | -1.3% |
| 7D | +2.3% | -19.4% | +21.8% | +3.3% |
| 30D | +14.7% | -42.4% | +57.1% | +18.1% |
| 3M | +13.5% | -25.6% | +39.1% | +14.4% |
| 6M | +33.1% | +7.3% | +25.8% | +25.3% |
| YTD | +15.1% | +113.9% | -98.8% | -1.5% |
| 1Y | +18.7% | +93.6% | -74.8% | +2.7% |
| 3Y | +72.1% | +170.2% | -98.1% | +32.3% |
| All | +92.3% | +42.1% | +50.2% | +49.2% |
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