+35.3%
MAS vs PENG
+115.2%
-79.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.6% | +0.9% |
| 7D | -0.8% | +4.5% | -5.3% | -1.4% |
| 30D | -5.6% | -7.1% | +1.5% | -4.8% |
| 3M | +4.4% | -27.3% | +31.7% | +6.5% |
| 6M | +7.2% | +169.6% | -162.4% | -15.0% |
| YTD | +16.1% | +164.6% | -148.5% | -8.1% |
| 1Y | +0.1% | +109.5% | -109.4% | -18.0% |
| 3Y | +28.3% | +98.9% | -70.6% | -2.5% |
| All | +35.3% | +115.2% | -79.9% | -1.4% |
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