+67.9%
MSFT vs PENG
+50.3%
+17.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | +2.3% | -16.1% | +18.4% | +4.2% |
| 30D | -0.4% | -41.5% | +41.1% | +6.1% |
| 3M | +5.6% | -19.1% | +24.7% | +6.5% |
| 6M | +29.0% | +0.9% | +28.0% | +20.2% |
| YTD | +10.9% | +128.2% | -117.3% | -12.8% |
| 1Y | +6.2% | +98.6% | -92.3% | -14.5% |
| 3Y | +47.6% | +188.2% | -140.6% | +2.2% |
| 5Y | +67.9% | +55.5% | +12.4% | +22.1% |
| All | +67.9% | +50.3% | +17.6% | +22.1% |
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 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