+41.9%
MO vs PENG
+88.9%
-47.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.4% | -14.3% | -0.8% |
| 7D | -2.4% | -19.4% | +17.0% | -3.9% |
| 30D | +9.7% | -42.4% | +52.1% | +5.3% |
| 3M | +14.1% | -25.6% | +39.8% | +12.7% |
| 6M | +11.9% | +7.3% | +4.6% | +14.1% |
| YTD | +38.4% | +113.9% | -75.4% | +46.3% |
| 1Y | +41.9% | +93.6% | -51.7% | +49.9% |
| All | +41.9% | +88.9% | -47.0% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling