+44.8%
MMM vs PENG
+65.6%
-20.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | -0.8% | +34.6% | -35.4% | -3.8% |
| 30D | +14.4% | -35.9% | +50.4% | +18.6% |
| 3M | +1.8% | -14.7% | +16.5% | +1.6% |
| 6M | +31.3% | +13.5% | +17.8% | +22.7% |
| YTD | +18.0% | +156.1% | -138.2% | -2.7% |
| 1Y | +10.9% | +141.3% | -130.5% | -8.0% |
| 3Y | +160.6% | +223.4% | -62.8% | +97.3% |
| All | +44.8% | +65.6% | -20.8% | +8.8% |
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