+54.3%
MMM vs PENG
+520.3%
-466.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -23.0% | +19.8% | -0.6% |
| 7D | +5.9% | -36.7% | +42.6% | +10.7% |
| 30D | +14.7% | -42.0% | +56.8% | +20.5% |
| 3M | +3.6% | -33.2% | +36.8% | +6.4% |
| 6M | +32.7% | +2.1% | +30.6% | +25.4% |
| YTD | +18.9% | +90.3% | -71.3% | +2.6% |
| 1Y | +16.4% | +67.7% | -51.3% | +1.8% |
| 3Y | +159.8% | +154.2% | +5.6% | +106.7% |
| 5Y | +47.2% | +28.3% | +18.9% | +21.7% |
| All | +54.3% | +520.3% | -466.1% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling