-6.7%
MCD vs PENG
+73.0%
-79.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -23.0% | +22.2% | -2.0% |
| 7D | +8.0% | -36.7% | +44.7% | +5.7% |
| 30D | +19.6% | -42.0% | +61.6% | +16.8% |
| 3M | +2.2% | -33.2% | +35.4% | +0.6% |
| 6M | -1.1% | +2.1% | -3.3% | -2.5% |
| YTD | -7.2% | +90.3% | -97.5% | -9.4% |
| 1Y | -6.7% | +67.7% | -74.4% | -9.1% |
| All | -6.7% | +73.0% | -79.7% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling