+386.3%
MCO vs PENG
+720.8%
-334.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.3% | -9.5% | -0.5% |
| 7D | -2.5% | +1.9% | -4.4% | -3.3% |
| 30D | +9.4% | -37.8% | +47.2% | +14.8% |
| 3M | +8.3% | -14.1% | +22.4% | +7.8% |
| 6M | +15.4% | +13.1% | +2.2% | +5.6% |
| YTD | +1.5% | +151.8% | -150.3% | -19.8% |
| 1Y | +5.4% | +136.0% | -130.6% | -16.0% |
| 3Y | +53.1% | +217.9% | -164.8% | +9.4% |
| 5Y | +39.4% | +64.1% | -24.7% | +5.1% |
| All | +386.3% | +720.8% | -334.5% | +192.9% |
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