+42.7%
MKSI vs PENG
+120.5%
-77.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.1% | +4.1% | -1.2% |
| 7D | -10.7% | -20.5% | +9.8% | -2.1% |
| 30D | -30.5% | -20.4% | -10.1% | -25.0% |
| 3M | -39.2% | -16.4% | -22.8% | -36.1% |
| 6M | -33.0% | +49.2% | -82.2% | -43.5% |
| YTD | +22.3% | +147.2% | -124.9% | -18.3% |
| 1Y | +42.7% | +124.7% | -82.0% | -0.8% |
| All | +42.7% | +120.5% | -77.8% | -0.8% |
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