+21.6%
MCD vs PENG
+115.2%
-93.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -8.0% | -1.6% |
| 7D | -2.8% | +4.5% | -7.4% | -2.9% |
| 30D | -6.0% | -7.1% | +1.1% | -6.0% |
| 3M | -5.6% | -27.3% | +21.7% | -5.3% |
| 6M | -21.9% | +169.6% | -191.4% | -25.1% |
| YTD | -14.7% | +164.6% | -179.3% | -18.3% |
| 1Y | -17.3% | +109.5% | -126.7% | -20.3% |
| 3Y | -2.2% | +98.9% | -101.1% | -7.3% |
| All | +21.6% | +115.2% | -93.6% | +16.1% |
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 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