+609.2%
MSCI vs PENG
+597.2%
+12.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.4% | -14.7% | -4.0% |
| 7D | +2.8% | -19.4% | +22.3% | +5.1% |
| 30D | +15.4% | -42.4% | +57.8% | +22.9% |
| 3M | +13.4% | -25.6% | +39.1% | +15.3% |
| 6M | +10.9% | +7.3% | +3.6% | +1.0% |
| YTD | +13.0% | +113.9% | -100.9% | -10.5% |
| 1Y | +12.0% | +93.6% | -81.5% | -9.9% |
| 3Y | +34.1% | +170.2% | -136.1% | -5.5% |
| 5Y | +3.9% | +44.2% | -40.3% | -22.1% |
| All | +609.2% | +597.2% | +12.1% | +310.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling