+4.7%
MKTX vs PENG
+120.5%
-115.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.1% | +9.1% | +0.2% |
| 7D | +0.5% | -20.5% | +21.0% | +1.1% |
| 30D | +1.0% | -20.4% | +21.3% | +1.4% |
| 3M | +2.5% | -16.4% | +18.9% | +2.6% |
| 6M | +8.0% | +49.2% | -41.2% | +6.6% |
| YTD | -7.3% | +147.2% | -154.5% | -10.0% |
| 1Y | +4.7% | +124.7% | -120.0% | +0.9% |
| All | +4.7% | +120.5% | -115.8% | +0.9% |
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 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