+87.5%
MKSI vs PENG
+110.6%
-23.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.2% |
| 7D | +6.6% | +7.3% | -0.7% | +3.0% |
| 30D | -8.2% | -7.5% | -0.8% | -4.9% |
| 3M | -16.4% | -17.2% | +0.8% | -11.4% |
| 6M | +23.0% | +176.7% | -153.8% | -30.8% |
| YTD | +68.2% | +161.0% | -92.9% | -3.8% |
| 1Y | +148.6% | +108.8% | +39.7% | +56.8% |
| 3Y | +196.0% | +109.8% | +86.2% | +62.4% |
| All | +87.5% | +110.6% | -23.1% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling