+146.4%
MDY vs PENG
+762.7%
-616.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.9% |
| 7D | +0.1% | +4.5% | -4.4% | -0.6% |
| 30D | -1.5% | -7.1% | +5.6% | -0.6% |
| 3M | +0.8% | -27.3% | +28.0% | +3.2% |
| 6M | +7.4% | +169.6% | -162.2% | -13.7% |
| YTD | +15.2% | +164.6% | -149.4% | -7.6% |
| 1Y | +16.5% | +109.5% | -92.9% | -3.4% |
| 3Y | +46.8% | +98.9% | -52.1% | +14.0% |
| 5Y | +46.0% | +116.3% | -70.2% | +7.9% |
| All | +146.4% | +762.7% | -616.3% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling