+1.1%
MELI vs PENG
+107.7%
-106.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -1.9% | +7.8% | -9.7% | -3.3% |
| 30D | +5.8% | -12.2% | +18.0% | +7.7% |
| 3M | +19.5% | -20.6% | +40.1% | +20.1% |
| 6M | +7.7% | +180.9% | -173.2% | -22.8% |
| YTD | -4.4% | +162.3% | -166.6% | -30.8% |
| 1Y | -17.9% | +107.3% | -125.2% | -37.8% |
| 3Y | +34.9% | +110.8% | -75.9% | -12.5% |
| 5Y | +1.1% | +117.8% | -116.8% | -35.7% |
| All | +1.1% | +107.7% | -106.6% | -35.7% |
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 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