+9.1%
MRSH vs PENG
-24.1%
+33.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.0% |
| 7D | +1.6% | -16.1% | +17.7% | 0.0% |
| 30D | +17.7% | -41.5% | +59.2% | +12.7% |
| 3M | +9.1% | -19.1% | +28.2% | +7.9% |
| All | +9.1% | -24.1% | +33.2% | +7.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling