+326.1%
MAR vs PENG
+661.7%
-335.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.3% | -9.1% | -1.4% |
| 7D | +0.2% | -3.8% | +4.0% | -0.1% |
| 30D | +14.0% | -40.1% | +54.1% | +22.2% |
| 3M | +18.1% | -21.8% | +39.9% | +19.6% |
| 6M | +18.6% | +3.3% | +15.3% | +8.5% |
| YTD | +35.3% | +133.6% | -98.4% | +2.9% |
| 1Y | +44.5% | +110.7% | -66.2% | +11.9% |
| 3Y | +120.7% | +204.3% | -83.6% | +48.3% |
| 5Y | +164.1% | +54.4% | +109.7% | +91.7% |
| All | +326.1% | +661.7% | -335.5% | +139.1% |
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