-61.4%
MKTX vs PENG
+107.7%
-169.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.4% | +7.8% | -7.4% | 0.0% |
| 30D | +1.0% | -12.2% | +13.2% | +1.6% |
| 3M | +41.3% | -20.6% | +61.9% | +41.1% |
| 6M | -11.3% | +180.9% | -192.3% | -18.4% |
| YTD | -8.6% | +162.3% | -170.8% | -15.6% |
| 1Y | -11.1% | +107.3% | -118.3% | -17.0% |
| 3Y | -24.5% | +110.8% | -135.3% | -32.9% |
| 5Y | -61.4% | +117.8% | -179.3% | -67.0% |
| All | -61.4% | +107.7% | -169.1% | -67.0% |
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