+124.5%
MAR vs PENG
+153.0%
-28.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -23.0% | +21.2% | 0.0% |
| 7D | +4.4% | -36.7% | +41.1% | +7.8% |
| 30D | +15.5% | -42.0% | +57.5% | +19.7% |
| 3M | +15.7% | -33.2% | +48.9% | +17.9% |
| 6M | +18.2% | +2.1% | +16.1% | +8.8% |
| YTD | +35.3% | +90.3% | -55.0% | +11.4% |
| 1Y | +48.6% | +67.7% | -19.0% | +24.6% |
| All | +124.5% | +153.0% | -28.5% | +67.3% |
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