+630.5%
MSCI vs PENG
+689.3%
-58.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +2.1% |
| 7D | +3.0% | +13.2% | -10.2% | +1.1% |
| 30D | +17.8% | -29.9% | +47.7% | +22.1% |
| 3M | +15.2% | -22.2% | +37.4% | +16.3% |
| 6M | +16.5% | -1.9% | +18.4% | +8.5% |
| YTD | +16.4% | +142.1% | -125.8% | -9.5% |
| 1Y | +16.8% | +151.5% | -134.7% | -10.0% |
| 3Y | +35.8% | +206.9% | -171.2% | -6.1% |
| 5Y | +7.0% | +58.2% | -51.3% | -20.8% |
| All | +630.5% | +689.3% | -58.8% | +315.0% |
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