+31.5%
MCO vs PENG
+107.7%
-76.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -2.7% | +7.8% | -10.5% | -3.5% |
| 30D | +0.9% | -12.2% | +13.1% | +2.1% |
| 3M | +8.7% | -20.6% | +29.3% | +8.9% |
| 6M | +2.4% | +180.9% | -178.5% | -17.6% |
| YTD | -5.2% | +162.3% | -167.4% | -23.1% |
| 1Y | -4.4% | +107.3% | -111.6% | -20.2% |
| 3Y | +45.1% | +110.8% | -65.6% | +11.3% |
| 5Y | +31.5% | +117.8% | -86.3% | -4.0% |
| All | +31.5% | +107.7% | -76.2% | -4.0% |
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