-2.6%
MRSH vs PENG
+111.6%
-114.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.8% |
| 7D | -3.8% | +7.8% | -11.6% | -3.6% |
| 30D | -5.8% | -12.2% | +6.4% | -6.1% |
| 3M | +11.7% | -20.6% | +32.3% | +11.6% |
| 6M | -0.3% | +180.9% | -181.3% | -2.1% |
| YTD | -1.1% | +162.3% | -163.4% | -2.8% |
| 1Y | -9.5% | +107.3% | -116.7% | -10.8% |
| 3Y | -2.6% | +110.8% | -113.3% | -5.0% |
| All | -2.6% | +111.6% | -114.2% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling