+22.9%
MDLZ vs PENG
+31.0%
-8.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -23.0% | +22.2% | -1.2% |
| 7D | +6.9% | -36.7% | +43.6% | +6.3% |
| 30D | +12.1% | -42.0% | +54.1% | +11.5% |
| 3M | +7.7% | -33.2% | +40.9% | +7.2% |
| 6M | +10.8% | +2.1% | +8.7% | +8.7% |
| YTD | +27.4% | +90.3% | -62.9% | +23.0% |
| 1Y | +23.5% | +67.7% | -44.1% | +19.6% |
| 3Y | +6.2% | +154.2% | -148.0% | -0.6% |
| 5Y | +22.9% | +28.3% | -5.4% | +12.4% |
| All | +22.9% | +31.0% | -8.1% | +12.4% |
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