+7.0%
MELI vs PENG
+227.7%
-220.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -2.6% |
| 7D | -3.6% | +34.6% | -38.2% | -5.6% |
| 30D | -21.4% | -35.9% | +14.6% | -19.7% |
| 3M | -19.3% | -14.7% | -4.6% | -19.1% |
| 6M | -6.6% | +13.5% | -20.1% | -10.9% |
| YTD | -26.8% | +156.1% | -182.9% | -37.6% |
| 1Y | -29.9% | +141.3% | -171.2% | -39.9% |
| All | +7.0% | +227.7% | -220.6% | -16.2% |
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