+43.1%
MOD vs PENG
+118.5%
-75.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.4% | -2.1% | +1.5% |
| 7D | +9.6% | +4.5% | +5.0% | +7.5% |
| 30D | 0.0% | -7.1% | +7.1% | +3.1% |
| 3M | -35.4% | -27.3% | -8.1% | -29.2% |
| 6M | -7.3% | +169.6% | -176.9% | -45.4% |
| YTD | +45.8% | +164.6% | -118.8% | -14.4% |
| 1Y | +43.1% | +109.5% | -66.3% | -17.4% |
| All | +43.1% | +118.5% | -75.3% | -17.4% |
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 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