-6.5%
MKTX vs PENG
+751.0%
-757.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +0.3% | +7.3% | -7.0% | -0.3% |
| 30D | +1.0% | -7.5% | +8.4% | +1.4% |
| 3M | +40.8% | -17.2% | +58.0% | +40.9% |
| 6M | -10.9% | +176.7% | -187.6% | -19.7% |
| YTD | -8.6% | +161.0% | -169.6% | -17.3% |
| 1Y | -11.6% | +108.8% | -120.4% | -19.0% |
| 3Y | -24.5% | +109.8% | -134.3% | -34.0% |
| 5Y | -60.7% | +111.7% | -172.5% | -66.5% |
| All | -6.5% | +751.0% | -757.5% | -29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling