-7.9%
MOS vs PENG
+103.2%
-111.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +0.9% |
| 7D | +24.8% | -16.1% | +40.9% | +24.4% |
| 30D | +22.7% | -41.5% | +64.2% | +22.4% |
| 3M | -1.2% | -19.1% | +17.9% | -1.7% |
| 6M | +5.5% | +0.9% | +4.6% | +2.9% |
| YTD | -2.0% | +128.2% | -130.2% | -9.2% |
| 1Y | -7.9% | +98.6% | -106.5% | -15.0% |
| All | -7.9% | +103.2% | -111.1% | -15.0% |
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