+80.7%
MDLZ vs PENG
+597.2%
-516.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.4% | -13.6% | -1.5% |
| 7D | +1.7% | -19.4% | +21.1% | +2.1% |
| 30D | +11.2% | -42.4% | +53.6% | +12.6% |
| 3M | +6.1% | -25.6% | +31.8% | +6.4% |
| 6M | +8.6% | +7.3% | +1.3% | +5.6% |
| YTD | +25.8% | +113.9% | -88.0% | +17.7% |
| 1Y | +21.7% | +93.6% | -71.9% | +14.3% |
| 3Y | +5.8% | +170.2% | -164.4% | -4.9% |
| 5Y | +21.4% | +44.2% | -22.8% | +10.7% |
| All | +80.7% | +597.2% | -516.5% | +45.3% |
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