+249.4%
MKSI vs PENG
+762.7%
-513.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.4% | -2.2% | +1.6% |
| 7D | +1.8% | +4.5% | -2.8% | -0.1% |
| 30D | -16.8% | -7.1% | -9.7% | -14.3% |
| 3M | -21.1% | -27.3% | +6.2% | -12.6% |
| 6M | +10.8% | +169.6% | -158.7% | -29.5% |
| YTD | +63.3% | +164.6% | -101.3% | +3.6% |
| 1Y | +157.0% | +109.5% | +47.5% | +77.5% |
| 3Y | +163.7% | +98.9% | +64.8% | +68.8% |
| 5Y | +82.0% | +116.3% | -34.3% | +9.7% |
| All | +249.4% | +762.7% | -513.3% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling