+12.2%
MKC vs PENG
+661.7%
-649.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.3% | -10.3% | -1.2% |
| 7D | -1.9% | -3.8% | +1.9% | -2.0% |
| 30D | +8.0% | -40.1% | +48.1% | +8.8% |
| 3M | -8.6% | -21.8% | +13.2% | -8.6% |
| 6M | +1.1% | +3.3% | -2.3% | -0.4% |
| YTD | -27.7% | +133.6% | -161.3% | -30.8% |
| 1Y | -23.7% | +110.7% | -134.4% | -26.8% |
| 3Y | -19.4% | +204.3% | -223.7% | -25.0% |
| 5Y | -33.3% | +54.4% | -87.7% | -37.4% |
| All | +12.2% | +661.7% | -649.5% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling