+195.3%
MKSI vs PENG
+107.9%
+87.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.4% |
| 7D | +7.7% | +7.8% | -0.1% | +4.1% |
| 30D | -12.9% | -12.2% | -0.7% | -7.8% |
| 3M | -14.8% | -20.6% | +5.8% | -8.4% |
| 6M | +26.6% | +180.9% | -154.3% | -24.8% |
| YTD | +66.6% | +162.3% | -95.7% | +1.0% |
| 1Y | +144.6% | +107.3% | +37.3% | +63.0% |
| All | +195.3% | +107.9% | +87.4% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling