+348.2%
MCO vs PENG
+751.0%
-402.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -3.1% | +7.3% | -10.4% | -4.1% |
| 30D | -0.5% | -7.5% | +6.9% | +0.2% |
| 3M | +5.7% | -17.2% | +22.9% | +5.3% |
| 6M | +3.0% | +176.7% | -173.7% | -17.7% |
| YTD | -6.5% | +161.0% | -167.5% | -24.8% |
| 1Y | -5.8% | +108.8% | -114.6% | -22.1% |
| 3Y | +43.1% | +109.8% | -66.7% | +9.5% |
| 5Y | +29.5% | +111.7% | -82.3% | -4.7% |
| All | +348.2% | +751.0% | -402.8% | +174.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling