+67.5%
MAS vs PENG
+228.7%
-161.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.1% | +14.7% | +6.4% |
| 7D | +14.2% | -20.5% | +34.6% | +16.1% |
| 30D | +26.8% | -20.4% | +47.2% | +28.2% |
| 3M | +13.1% | -16.4% | +29.5% | +13.3% |
| 6M | +27.9% | +49.2% | -21.3% | +13.7% |
| YTD | +38.7% | +147.2% | -108.5% | +12.4% |
| 1Y | +40.4% | +124.7% | -84.3% | +15.2% |
| All | +67.5% | +228.7% | -161.2% | +9.5% |
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