+124.1%
MAR vs PENG
+184.4%
-60.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.6% | -1.2% |
| 7D | +4.3% | -19.4% | +23.7% | +5.6% |
| 30D | +16.8% | -42.4% | +59.2% | +21.3% |
| 3M | +16.0% | -25.6% | +41.7% | +17.1% |
| 6M | +16.5% | +7.3% | +9.2% | +7.4% |
| YTD | +35.0% | +113.9% | -78.8% | +10.1% |
| 1Y | +49.4% | +93.6% | -44.2% | +23.4% |
| 3Y | +124.1% | +170.2% | -46.2% | +65.4% |
| All | +124.1% | +184.4% | -60.3% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling