+121.0%
MAS vs PENG
+755.0%
-634.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | +1.0% | +7.8% | -6.8% | -0.1% |
| 30D | -8.1% | -12.2% | +4.1% | -6.7% |
| 3M | +3.3% | -20.6% | +23.9% | +4.2% |
| 6M | +12.4% | +180.9% | -168.5% | -8.1% |
| YTD | +13.3% | +162.3% | -149.0% | -6.8% |
| 1Y | -4.7% | +107.3% | -112.0% | -19.3% |
| 3Y | +33.0% | +110.8% | -77.8% | +5.3% |
| 5Y | +33.9% | +117.8% | -84.0% | +2.5% |
| All | +121.0% | +755.0% | -634.0% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling