+161.8%
MS vs PENG
+153.0%
+8.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -23.0% | +17.1% | -2.3% |
| 7D | -3.4% | -36.7% | +33.3% | +3.0% |
| 30D | -3.9% | -42.0% | +38.1% | +3.3% |
| 3M | -15.9% | -33.2% | +17.3% | -12.2% |
| 6M | -2.5% | +2.1% | -4.6% | -9.1% |
| YTD | +5.1% | +90.3% | -85.2% | -14.1% |
| 1Y | +13.0% | +67.7% | -54.7% | -5.7% |
| All | +161.8% | +153.0% | +8.8% | +76.3% |
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