+6.3%
MSCI vs PENG
+31.0%
-24.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -23.0% | +20.3% | -0.3% |
| 7D | +6.0% | -36.7% | +42.7% | +10.7% |
| 30D | +18.2% | -42.0% | +60.2% | +23.9% |
| 3M | +15.1% | -33.2% | +48.3% | +17.9% |
| 6M | +13.7% | +2.1% | +11.6% | +3.5% |
| YTD | +15.6% | +90.3% | -74.7% | -7.5% |
| 1Y | +16.3% | +67.7% | -51.3% | -5.1% |
| 3Y | +36.9% | +154.2% | -117.4% | -7.6% |
| 5Y | +6.3% | +28.3% | -22.0% | -24.8% |
| All | +6.3% | +31.0% | -24.7% | -24.8% |
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