+488.5%
MA vs PENG
+705.8%
-217.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -9.1% | +13.0% | +5.0% |
| 7D | +10.2% | -20.5% | +30.7% | +12.8% |
| 30D | +19.3% | -20.4% | +39.7% | +21.4% |
| 3M | +18.0% | -16.4% | +34.4% | +18.6% |
| 6M | +33.7% | +49.2% | -15.5% | +18.3% |
| YTD | +18.6% | +147.2% | -128.6% | -4.2% |
| 1Y | +22.5% | +124.7% | -102.2% | +0.2% |
| 3Y | +77.4% | +230.3% | -152.9% | +27.4% |
| 5Y | +106.6% | +71.4% | +35.2% | +56.7% |
| All | +488.5% | +705.8% | -217.3% | +235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling