+492.8%
MCK vs PENG
+755.0%
-262.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -1.9% | +7.8% | -9.7% | -2.3% |
| 30D | +2.4% | -12.2% | +14.6% | +2.9% |
| 3M | +16.1% | -20.6% | +36.7% | +16.3% |
| 6M | -3.1% | +180.9% | -184.0% | -12.0% |
| YTD | +8.7% | +162.3% | -153.6% | -1.1% |
| 1Y | +28.1% | +107.3% | -79.2% | +18.1% |
| 3Y | +114.1% | +110.8% | +3.4% | +88.8% |
| 5Y | +342.5% | +117.8% | +224.7% | +277.7% |
| All | +492.8% | +755.0% | -262.2% | +319.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling