-18.3%
MKC vs PENG
+120.5%
-138.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -9.1% | +14.5% | +4.7% |
| 7D | +9.6% | -20.5% | +30.1% | +8.0% |
| 30D | +12.0% | -20.4% | +32.4% | +10.8% |
| 3M | -2.0% | -16.4% | +14.4% | -2.7% |
| 6M | +7.2% | +49.2% | -42.0% | +9.6% |
| YTD | -23.7% | +147.2% | -170.9% | -18.0% |
| 1Y | -18.3% | +124.7% | -143.0% | -13.2% |
| All | -18.3% | +120.5% | -138.8% | -13.2% |
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 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