+137.7%
MKSI vs PENG
+97.0%
+40.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -0.3% |
| 7D | +4.9% | 0.0% | +4.9% | +4.8% |
| 30D | -11.0% | -15.2% | +4.2% | -4.6% |
| 3M | -17.1% | -16.9% | -0.2% | -12.1% |
| 6M | +16.4% | +161.5% | -145.1% | -23.2% |
| YTD | +64.3% | +148.6% | -84.3% | +9.1% |
| 1Y | +137.7% | +89.6% | +48.1% | +73.5% |
| All | +137.7% | +97.0% | +40.7% | +73.5% |
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