-24.7%
MKC vs PENG
+103.2%
-127.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.6% |
| 7D | -2.4% | -16.1% | +13.7% | -3.3% |
| 30D | +5.4% | -41.5% | +46.9% | +2.6% |
| 3M | -11.1% | -19.1% | +8.0% | -11.7% |
| 6M | -1.4% | +0.9% | -2.3% | -0.8% |
| YTD | -29.4% | +128.2% | -157.6% | -24.1% |
| 1Y | -24.7% | +98.6% | -123.3% | -20.6% |
| All | -24.7% | +103.2% | -127.9% | -20.6% |
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