-31.9%
MKSI vs PENG
-7.3%
-24.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.8% | -0.1% |
| 7D | +12.2% | +13.2% | -1.1% | +5.8% |
| 30D | -8.0% | -29.9% | +21.9% | +5.8% |
| 3M | -29.5% | -22.2% | -7.3% | -24.5% |
| 6M | -31.9% | -1.9% | -30.0% | -36.3% |
| All | -31.9% | -7.3% | -24.6% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling