+55.2%
MMM vs PENG
+720.8%
-665.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.3% | -10.6% | -1.4% |
| 7D | -2.6% | +1.9% | -4.5% | -3.3% |
| 30D | +17.4% | -37.8% | +55.2% | +22.5% |
| 3M | +3.6% | -14.1% | +17.7% | +3.4% |
| 6M | +33.0% | +13.1% | +19.9% | +24.7% |
| YTD | +19.6% | +151.8% | -132.1% | -0.2% |
| 1Y | +14.0% | +136.0% | -121.9% | -4.2% |
| 3Y | +164.3% | +217.9% | -53.6% | +105.0% |
| 5Y | +49.3% | +64.1% | -14.7% | +20.1% |
| All | +55.2% | +720.8% | -665.7% | +7.2% |
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