+592.2%
MELI vs PENG
+762.7%
-170.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.1% | -1.9% |
| 7D | +0.6% | +4.5% | -3.9% | -0.3% |
| 30D | +2.9% | -7.1% | +10.0% | +3.7% |
| 3M | +21.0% | -27.3% | +48.3% | +23.6% |
| 6M | +11.8% | +169.6% | -157.8% | -16.8% |
| YTD | -1.8% | +164.6% | -166.4% | -27.1% |
| 1Y | -18.2% | +109.5% | -127.6% | -36.7% |
| 3Y | +39.2% | +98.9% | -59.8% | -2.4% |
| 5Y | +1.7% | +116.3% | -114.6% | -31.7% |
| All | +592.2% | +762.7% | -170.5% | +251.5% |
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 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