+34.9%
MDY vs PENG
+56.5%
-21.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | +0.7% |
| 7D | +2.3% | +13.2% | -11.0% | +0.2% |
| 30D | +2.0% | -29.9% | +31.9% | +6.2% |
| 3M | -5.6% | -22.2% | +16.6% | -4.2% |
| 6M | +1.3% | -1.9% | +3.2% | -4.6% |
| YTD | +12.3% | +142.1% | -129.8% | -12.0% |
| 1Y | +15.8% | +151.5% | -135.7% | -10.1% |
| 3Y | +56.5% | +206.9% | -150.4% | +9.1% |
| All | +34.9% | +56.5% | -21.6% | -2.5% |
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 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