+703.3%
MSFT vs PENG
+762.7%
-59.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.5% | -3.0% |
| 7D | -2.7% | +4.5% | -7.2% | -3.4% |
| 30D | +2.7% | -7.1% | +9.8% | +3.5% |
| 3M | +17.0% | -27.3% | +44.2% | +19.2% |
| 6M | +23.8% | +169.6% | -145.8% | -1.1% |
| YTD | +4.0% | +164.6% | -160.6% | -17.2% |
| 1Y | -0.8% | +109.5% | -110.3% | -18.4% |
| 3Y | +55.6% | +98.9% | -43.3% | +19.8% |
| 5Y | +72.9% | +116.3% | -43.4% | +26.9% |
| All | +703.3% | +762.7% | -59.4% | +370.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling