-1.5%
MCD vs PENG
+101.4%
-102.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -8.0% | -1.4% |
| 7D | -2.8% | +4.5% | -7.4% | -2.8% |
| 30D | -6.0% | -7.1% | +1.1% | -6.1% |
| 3M | -5.6% | -27.3% | +21.7% | -5.7% |
| 6M | -21.9% | +169.6% | -191.4% | -22.5% |
| YTD | -14.7% | +164.6% | -179.3% | -15.4% |
| 1Y | -17.3% | +109.5% | -126.7% | -17.9% |
| All | -1.5% | +101.4% | -102.9% | -2.5% |
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