-20.9%
MELI vs PENG
+106.3%
-127.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | -6.5% | +7.3% | -13.8% | -6.5% |
| 30D | +2.8% | -7.5% | +10.3% | +2.9% |
| 3M | +14.3% | -17.2% | +31.6% | +13.7% |
| 6M | +6.0% | +176.7% | -170.7% | -9.6% |
| YTD | -6.8% | +161.0% | -167.9% | -20.1% |
| 1Y | -20.9% | +108.8% | -129.8% | -31.7% |
| All | -20.9% | +106.3% | -127.2% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling