+48.2%
MMM vs PENG
+56.2%
-8.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.3% | -7.4% | +1.0% |
| 7D | +5.8% | -3.8% | +9.5% | +5.5% |
| 30D | +17.9% | -40.1% | +58.0% | +23.0% |
| 3M | +3.6% | -21.8% | +25.4% | +4.3% |
| 6M | +32.9% | +3.3% | +29.6% | +25.5% |
| YTD | +19.5% | +133.6% | -114.2% | -0.4% |
| 1Y | +16.5% | +110.7% | -94.2% | -1.7% |
| 3Y | +167.2% | +204.3% | -37.1% | +103.7% |
| 5Y | +48.2% | +54.4% | -6.1% | +13.4% |
| All | +48.2% | +56.2% | -8.0% | +13.4% |
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