+378.4%
MCO vs PENG
+735.0%
-356.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -1.8% |
| 7D | -1.7% | +34.6% | -36.3% | -5.6% |
| 30D | +9.1% | -35.9% | +45.1% | +14.0% |
| 3M | +6.2% | -14.7% | +20.9% | +5.9% |
| 6M | +12.6% | +13.5% | -0.9% | +3.2% |
| YTD | -0.2% | +156.1% | -156.3% | -21.3% |
| 1Y | +4.1% | +141.3% | -137.2% | -17.3% |
| 3Y | +50.6% | +223.4% | -172.8% | +7.4% |
| 5Y | +36.2% | +67.4% | -31.2% | +2.4% |
| All | +378.4% | +735.0% | -356.6% | +187.5% |
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 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