+142.3%
MDY vs PENG
+661.7%
-519.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.3% | -6.1% | +1.7% |
| 7D | +0.7% | -3.8% | +4.5% | +0.5% |
| 30D | +1.3% | -40.1% | +41.4% | +8.3% |
| 3M | -4.1% | -21.8% | +17.7% | -2.6% |
| 6M | +1.0% | +3.3% | -2.3% | -5.4% |
| YTD | +13.3% | +133.6% | -120.3% | -9.3% |
| 1Y | +15.7% | +110.7% | -95.0% | -5.9% |
| 3Y | +59.6% | +204.3% | -144.7% | +15.5% |
| 5Y | +36.3% | +54.4% | -18.0% | +4.7% |
| All | +142.3% | +661.7% | -519.3% | +53.5% |
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