-23.6%
MKC vs PENG
+106.3%
-129.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.4% |
| 7D | -4.3% | +7.8% | -12.1% | -3.9% |
| 30D | -2.0% | -12.2% | +10.2% | -2.7% |
| 3M | +10.0% | -20.6% | +30.6% | +9.2% |
| 6M | -18.5% | +180.9% | -199.5% | -14.1% |
| YTD | -22.4% | +162.3% | -184.7% | -18.2% |
| 1Y | -23.6% | +107.3% | -130.9% | -17.2% |
| All | -23.6% | +106.3% | -129.9% | -17.2% |
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