-5.8%
MSFU vs PENG
+88.9%
-94.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.4% | -14.2% | -2.8% |
| 7D | +2.5% | -19.4% | +21.9% | +3.8% |
| 30D | -1.3% | -42.4% | +41.1% | +2.1% |
| 3M | +8.6% | -25.6% | +34.3% | +10.7% |
| 6M | +48.4% | +7.3% | +41.1% | +39.6% |
| YTD | +1.6% | +113.9% | -112.3% | -17.6% |
| 1Y | -5.8% | +93.6% | -99.3% | -22.1% |
| All | -5.8% | +88.9% | -94.7% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling