+66.2%
MSFT vs PENG
+31.0%
+35.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -23.0% | +19.4% | -0.4% |
| 7D | +1.1% | -36.7% | +37.8% | +7.0% |
| 30D | +1.3% | -42.0% | +43.3% | +8.0% |
| 3M | +10.2% | -33.2% | +43.4% | +14.3% |
| 6M | +30.8% | +2.1% | +28.7% | +20.6% |
| YTD | +11.5% | +90.3% | -78.8% | -10.0% |
| 1Y | +6.5% | +67.7% | -61.1% | -12.1% |
| 3Y | +55.5% | +154.2% | -98.8% | +9.1% |
| 5Y | +66.2% | +28.3% | +37.9% | +24.4% |
| All | +66.2% | +31.0% | +35.2% | +24.4% |
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