-6.4%
MKTX vs PENG
+762.7%
-769.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -0.5% |
| 7D | +0.4% | +4.5% | -4.1% | +0.1% |
| 30D | +1.1% | -7.1% | +8.2% | +1.5% |
| 3M | +36.1% | -27.3% | +63.4% | +37.3% |
| 6M | -12.9% | +169.6% | -182.5% | -21.3% |
| YTD | -8.5% | +164.6% | -173.1% | -17.4% |
| 1Y | -7.5% | +109.5% | -117.0% | -15.3% |
| 3Y | -28.3% | +98.9% | -127.3% | -36.9% |
| 5Y | -63.3% | +116.3% | -179.6% | -68.8% |
| All | -6.4% | +762.7% | -769.1% | -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 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