+739.9%
MOD vs PENG
+720.8%
+19.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.3% | -6.8% | 0.0% |
| 7D | +8.2% | +1.9% | +6.4% | +6.6% |
| 30D | -38.2% | -37.8% | -0.4% | -28.2% |
| 3M | -46.2% | -14.1% | -32.1% | -44.5% |
| 6M | -62.5% | +13.1% | -75.7% | -65.6% |
| YTD | -20.1% | +151.8% | -171.9% | -44.1% |
| 1Y | -29.7% | +136.0% | -165.7% | -49.7% |
| 3Y | +136.2% | +217.9% | -81.7% | +49.2% |
| 5Y | +820.4% | +64.1% | +756.3% | +548.3% |
| All | +739.9% | +720.8% | +19.1% | +315.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling