+175.4%
MRSH vs PENG
+710.3%
-535.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.0% | +0.5% |
| 7D | -5.9% | 0.0% | -5.9% | -5.9% |
| 30D | -7.3% | -15.2% | +7.9% | -6.5% |
| 3M | +6.7% | -16.9% | +23.6% | +6.4% |
| 6M | +3.0% | +161.5% | -158.5% | -7.6% |
| YTD | -2.9% | +148.6% | -151.5% | -12.7% |
| 1Y | -9.0% | +89.6% | -98.6% | -16.6% |
| 3Y | -4.3% | +99.8% | -104.1% | -16.6% |
| 5Y | +19.4% | +100.9% | -81.5% | +1.5% |
| All | +175.4% | +710.3% | -535.0% | +110.5% |
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 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