+676.1%
MOD vs PENG
+705.8%
-29.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -9.1% | -12.3% | -18.4% |
| 7D | -31.3% | -20.5% | -10.9% | -25.6% |
| 30D | -46.1% | -20.4% | -25.8% | -42.1% |
| 3M | -51.1% | -16.4% | -34.7% | -48.7% |
| 6M | -62.1% | +49.2% | -111.3% | -68.0% |
| YTD | -26.2% | +147.2% | -173.4% | -47.6% |
| 1Y | -32.6% | +124.7% | -157.2% | -50.5% |
| 3Y | +133.8% | +230.3% | -96.4% | +47.4% |
| 5Y | +792.8% | +71.4% | +721.4% | +528.6% |
| All | +676.1% | +705.8% | -29.8% | +289.5% |
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 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