+4.4%
MS vs PENG
+54.5%
-50.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.1% | +13.3% | +5.2% |
| 7D | +2.6% | -20.5% | +23.1% | +5.0% |
| 30D | +2.6% | -20.4% | +23.0% | +4.6% |
| 3M | -10.1% | -16.4% | +6.3% | -9.3% |
| 6M | +4.4% | +49.2% | -44.9% | -3.3% |
| All | +4.4% | +54.5% | -50.1% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling