-7.5%
MSCI vs PENG
+115.2%
-122.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.1% |
| 7D | +0.4% | +4.5% | -4.2% | -0.2% |
| 30D | +0.6% | -7.1% | +7.7% | +1.2% |
| 3M | -7.1% | -27.3% | +20.2% | -5.8% |
| 6M | +0.8% | +169.6% | -168.8% | -20.5% |
| YTD | +1.0% | +164.6% | -163.6% | -20.4% |
| 1Y | +4.3% | +109.5% | -105.2% | -15.0% |
| 3Y | +9.9% | +98.9% | -89.0% | -17.3% |
| All | -7.5% | +115.2% | -122.7% | -33.6% |
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