+38.5%
MMM vs PENG
+762.7%
-724.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.6% |
| 7D | -3.3% | +4.5% | -7.9% | -3.9% |
| 30D | -7.0% | -7.1% | +0.1% | -6.4% |
| 3M | +10.8% | -27.3% | +38.1% | +12.6% |
| 6M | +5.8% | +169.6% | -163.8% | -10.6% |
| YTD | +6.8% | +164.6% | -157.9% | -9.8% |
| 1Y | +10.4% | +109.5% | -99.1% | -4.5% |
| 3Y | +104.7% | +98.9% | +5.8% | +68.5% |
| 5Y | +23.6% | +116.3% | -92.7% | -2.7% |
| All | +38.5% | +762.7% | -724.2% | -3.1% |
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