+53.8%
MSFT vs PENG
+153.0%
-99.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -23.0% | +19.4% | -1.3% |
| 7D | +1.1% | -36.7% | +37.8% | +5.2% |
| 30D | +1.3% | -42.0% | +43.3% | +5.9% |
| 3M | +10.2% | -33.2% | +43.4% | +13.1% |
| 6M | +30.8% | +2.1% | +28.7% | +22.3% |
| YTD | +11.5% | +90.3% | -78.8% | -6.4% |
| 1Y | +6.5% | +67.7% | -61.1% | -8.9% |
| All | +53.8% | +153.0% | -99.2% | +17.1% |
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