+37.2%
MSCI vs PENG
+153.0%
-115.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -23.0% | +20.3% | -2.1% |
| 7D | +6.0% | -36.7% | +42.7% | +7.1% |
| 30D | +18.2% | -42.0% | +60.2% | +19.6% |
| 3M | +15.1% | -33.2% | +48.3% | +15.6% |
| 6M | +13.7% | +2.1% | +11.6% | +7.5% |
| YTD | +15.6% | +90.3% | -74.7% | +1.5% |
| 1Y | +16.3% | +67.7% | -51.3% | +3.2% |
| All | +37.2% | +153.0% | -115.8% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling