+56.7%
MDY vs PENG
+227.7%
-171.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | +3.0% | +34.6% | -31.6% | -0.8% |
| 30D | +0.8% | -35.9% | +36.7% | +5.3% |
| 3M | -5.1% | -14.7% | +9.6% | -5.1% |
| 6M | +1.2% | +13.5% | -12.4% | -6.1% |
| YTD | +12.5% | +156.1% | -143.7% | -10.2% |
| 1Y | +13.8% | +141.3% | -127.6% | -8.4% |
| All | +56.7% | +227.7% | -171.0% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling