+127.7%
MS vs PENG
+72.0%
+55.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.1% | +13.3% | +5.8% |
| 7D | +2.6% | -20.5% | +23.1% | +6.3% |
| 30D | +2.6% | -20.4% | +23.0% | +5.5% |
| 3M | -10.1% | -16.4% | +6.3% | -8.9% |
| 6M | +4.4% | +49.2% | -44.9% | -8.9% |
| YTD | +11.7% | +147.2% | -135.5% | -12.6% |
| 1Y | +20.9% | +124.7% | -103.7% | -3.9% |
| 3Y | +177.1% | +230.3% | -53.1% | +91.9% |
| 5Y | +127.7% | +71.4% | +56.3% | +57.3% |
| All | +127.7% | +72.0% | +55.7% | +57.3% |
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 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