+35.8%
MRSH vs PENG
+50.3%
-14.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.3% |
| 7D | +1.6% | -16.1% | +17.7% | +1.7% |
| 30D | +17.7% | -41.5% | +59.2% | +18.4% |
| 3M | +9.1% | -19.1% | +28.2% | +9.0% |
| 6M | +28.2% | +0.9% | +27.3% | +24.9% |
| YTD | +14.0% | +128.2% | -114.2% | +4.8% |
| 1Y | +18.7% | +98.6% | -79.9% | +10.0% |
| 3Y | +8.7% | +188.2% | -179.4% | -6.5% |
| 5Y | +35.8% | +55.5% | -19.7% | +18.4% |
| All | +35.8% | +50.3% | -14.5% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling