-5.1%
MKTX vs PENG
+661.7%
-666.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.2% | -0.6% |
| 7D | +0.1% | -3.8% | +3.9% | 0.0% |
| 30D | +0.7% | -40.1% | +40.8% | +3.7% |
| 3M | +2.4% | -21.8% | +24.2% | +3.1% |
| 6M | +13.5% | +3.3% | +10.1% | +10.0% |
| YTD | -7.2% | +133.6% | -140.9% | -16.3% |
| 1Y | +1.0% | +110.7% | -109.7% | -8.3% |
| 3Y | -23.7% | +204.3% | -228.0% | -35.7% |
| 5Y | -54.4% | +54.4% | -108.8% | -60.4% |
| All | -5.1% | +661.7% | -666.8% | -28.6% |
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