+19.3%
MRSH vs PENG
+116.9%
-97.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -2.0% |
| 7D | -5.9% | +7.3% | -13.1% | -6.0% |
| 30D | -7.3% | -7.5% | +0.2% | -7.2% |
| 3M | +7.4% | -17.2% | +24.7% | +7.3% |
| 6M | -0.7% | +176.7% | -177.4% | -8.6% |
| YTD | -3.2% | +161.0% | -164.2% | -10.7% |
| 1Y | -10.6% | +108.8% | -119.4% | -16.6% |
| 3Y | -4.6% | +109.8% | -114.3% | -14.6% |
| 5Y | +19.3% | +111.7% | -92.5% | +6.4% |
| All | +19.3% | +116.9% | -97.6% | +6.4% |
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