-32.6%
MOD vs PENG
+120.5%
-153.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -9.1% | -12.3% | -17.4% |
| 7D | -31.3% | -20.5% | -10.9% | -23.9% |
| 30D | -46.1% | -20.4% | -25.8% | -41.0% |
| 3M | -51.1% | -16.4% | -34.7% | -48.1% |
| 6M | -62.1% | +49.2% | -111.3% | -71.0% |
| YTD | -26.2% | +147.2% | -173.4% | -58.2% |
| 1Y | -32.6% | +124.7% | -157.2% | -58.5% |
| All | -32.6% | +120.5% | -153.0% | -58.5% |
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