+145.1%
MS vs PENG
+115.2%
+29.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.2% | -0.9% |
| 7D | +1.4% | +4.5% | -3.2% | +0.5% |
| 30D | -0.3% | -7.1% | +6.9% | +0.7% |
| 3M | +0.3% | -27.3% | +27.6% | +3.1% |
| 6M | +31.3% | +169.6% | -138.2% | +3.3% |
| YTD | +24.7% | +164.6% | -140.0% | -2.1% |
| 1Y | +47.9% | +109.5% | -61.6% | +20.5% |
| 3Y | +178.3% | +98.9% | +79.4% | +111.3% |
| All | +145.1% | +115.2% | +29.8% | +79.6% |
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