+45.3%
MMM vs PENG
+42.1%
+3.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.8% | -2.6% |
| 7D | +6.2% | -19.4% | +25.6% | +7.8% |
| 30D | +14.2% | -42.4% | +56.6% | +19.5% |
| 3M | +2.9% | -25.6% | +28.6% | +4.1% |
| 6M | +27.6% | +7.3% | +20.3% | +19.3% |
| YTD | +17.3% | +113.9% | -96.6% | -1.4% |
| 1Y | +15.1% | +93.6% | -78.5% | -2.1% |
| 3Y | +157.1% | +170.2% | -13.1% | +98.7% |
| All | +45.3% | +42.1% | +3.2% | +12.2% |
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 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