-54.4%
MKTX vs PENG
+56.2%
-110.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.2% | -0.4% |
| 7D | +0.1% | -3.8% | +3.9% | 0.0% |
| 30D | +0.7% | -40.1% | +40.8% | +2.9% |
| 3M | +2.4% | -21.8% | +24.2% | +2.9% |
| 6M | +13.5% | +3.3% | +10.1% | +10.5% |
| YTD | -7.2% | +133.6% | -140.9% | -14.6% |
| 1Y | +1.0% | +110.7% | -109.7% | -6.6% |
| 3Y | -23.7% | +204.3% | -228.0% | -35.8% |
| 5Y | -54.4% | +54.4% | -108.8% | -59.8% |
| All | -54.4% | +56.2% | -110.6% | -59.8% |
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