+9.7%
MCD vs PENG
+222.1%
-212.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.3% | -12.9% | -2.3% |
| 7D | -1.9% | +1.9% | -3.8% | -1.8% |
| 30D | +16.6% | -37.8% | +54.4% | +15.8% |
| 3M | +0.9% | -14.1% | +15.0% | +0.9% |
| 6M | +1.5% | +13.1% | -11.6% | +1.2% |
| YTD | -8.3% | +151.8% | -160.1% | -9.4% |
| 1Y | -8.1% | +136.0% | -144.1% | -9.2% |
| All | +9.7% | +222.1% | -212.4% | +8.6% |
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