+13.4%
MKC vs PENG
+597.2%
-583.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.4% | -15.7% | -3.5% |
| 7D | +2.3% | -19.4% | +21.8% | +2.6% |
| 30D | +8.1% | -42.4% | +50.5% | +8.9% |
| 3M | -6.4% | -25.6% | +19.2% | -6.3% |
| 6M | +1.8% | +7.3% | -5.5% | 0.0% |
| YTD | -26.9% | +113.9% | -140.7% | -30.0% |
| 1Y | -21.7% | +93.6% | -115.3% | -24.8% |
| 3Y | -18.7% | +170.2% | -189.0% | -24.2% |
| 5Y | -32.8% | +44.2% | -77.0% | -36.9% |
| All | +13.4% | +597.2% | -583.8% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling