+185.4%
MAR vs PENG
+68.7%
+116.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | -1.1% |
| 7D | +1.0% | +1.9% | -0.8% | +0.1% |
| 30D | +16.2% | -37.8% | +54.0% | +22.4% |
| 3M | +23.1% | -14.1% | +37.1% | +22.7% |
| 6M | +22.0% | +13.1% | +8.8% | +10.4% |
| YTD | +39.2% | +151.8% | -112.6% | +5.5% |
| 1Y | +48.3% | +136.0% | -87.7% | +13.6% |
| 3Y | +123.4% | +217.9% | -94.6% | +47.9% |
| 5Y | +185.4% | +64.1% | +121.3% | +104.4% |
| All | +185.4% | +68.7% | +116.7% | +104.4% |
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 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