+22.6%
MCD vs PENG
+31.0%
-8.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -23.0% | +22.2% | -0.7% |
| 7D | +8.0% | -36.7% | +44.7% | +8.1% |
| 30D | +19.6% | -42.0% | +61.6% | +19.8% |
| 3M | +2.2% | -33.2% | +35.4% | +2.1% |
| 6M | -1.1% | +2.1% | -3.3% | -3.1% |
| YTD | -7.2% | +90.3% | -97.5% | -11.3% |
| 1Y | -6.7% | +67.7% | -74.4% | -10.4% |
| 3Y | +11.6% | +154.2% | -142.6% | +2.6% |
| 5Y | +22.6% | +28.3% | -5.7% | +14.5% |
| All | +22.6% | +31.0% | -8.4% | +14.5% |
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 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