+366.2%
MCO vs PENG
+762.7%
-396.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.6% | -3.0% |
| 7D | -4.2% | +4.5% | -8.7% | -4.8% |
| 30D | +2.2% | -7.1% | +9.3% | +2.9% |
| 3M | +10.1% | -27.3% | +37.4% | +11.6% |
| 6M | +5.3% | +169.6% | -164.3% | -15.5% |
| YTD | -2.7% | +164.6% | -167.4% | -21.9% |
| 1Y | -0.4% | +109.5% | -109.9% | -17.6% |
| 3Y | +49.0% | +98.9% | -49.9% | +15.3% |
| 5Y | +33.6% | +116.3% | -82.6% | -2.0% |
| All | +366.2% | +762.7% | -396.5% | +185.1% |
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