+16.6%
MSCI vs PENG
+54.5%
-37.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -9.1% | +14.5% | +4.6% |
| 7D | +11.5% | -20.5% | +31.9% | +9.7% |
| 30D | +22.1% | -20.4% | +42.4% | +20.6% |
| 3M | +18.4% | -16.4% | +34.8% | +17.6% |
| 6M | +16.6% | +49.2% | -32.6% | +27.9% |
| All | +16.6% | +54.5% | -37.8% | +27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling