+20.3%
MKC vs PENG
+755.0%
-734.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.3% |
| 7D | -4.3% | +7.8% | -12.1% | -4.5% |
| 30D | -2.0% | -12.2% | +10.2% | -1.8% |
| 3M | +10.0% | -20.6% | +30.6% | +10.1% |
| 6M | -18.5% | +180.9% | -199.5% | -22.1% |
| YTD | -22.4% | +162.3% | -184.7% | -25.7% |
| 1Y | -23.6% | +107.3% | -130.9% | -26.3% |
| 3Y | -30.4% | +110.8% | -141.2% | -34.3% |
| 5Y | -34.2% | +117.8% | -152.0% | -38.9% |
| All | +20.3% | +755.0% | -734.7% | +2.2% |
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 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