+43.5%
MAS vs PENG
+31.0%
+12.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -23.0% | +19.6% | -0.5% |
| 7D | +4.6% | -36.7% | +41.2% | +10.0% |
| 30D | +19.9% | -42.0% | +61.9% | +26.6% |
| 3M | +8.9% | -33.2% | +42.1% | +12.0% |
| 6M | +20.2% | +2.1% | +18.0% | +9.9% |
| YTD | +33.9% | +90.3% | -56.4% | +7.5% |
| 1Y | +34.7% | +67.7% | -33.0% | +10.4% |
| 3Y | +60.4% | +154.2% | -93.9% | +12.2% |
| 5Y | +43.5% | +28.3% | +15.2% | +5.5% |
| All | +43.5% | +31.0% | +12.4% | +5.5% |
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 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