+144.7%
MDY vs PENG
+755.0%
-610.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +1.0% | +7.8% | -6.8% | -0.2% |
| 30D | -3.1% | -12.2% | +9.1% | -1.3% |
| 3M | +1.8% | -20.6% | +22.5% | +3.0% |
| 6M | +10.8% | +180.9% | -170.1% | -11.7% |
| YTD | +14.4% | +162.3% | -147.8% | -8.1% |
| 1Y | +15.2% | +107.3% | -92.1% | -4.4% |
| 3Y | +51.2% | +110.8% | -59.6% | +16.1% |
| 5Y | +47.2% | +117.8% | -70.6% | +8.8% |
| All | +144.7% | +755.0% | -610.3% | +55.5% |
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