+27.7%
MTB vs PENG
+120.5%
-92.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.1% | +10.3% | +1.3% |
| 7D | +2.0% | -20.5% | +22.5% | +2.5% |
| 30D | +2.9% | -20.4% | +23.3% | +3.3% |
| 3M | -10.7% | -16.4% | +5.7% | -10.5% |
| 6M | +6.3% | +49.2% | -42.9% | +0.4% |
| YTD | +13.8% | +147.2% | -133.4% | -0.1% |
| 1Y | +27.7% | +124.7% | -96.9% | +13.7% |
| All | +27.7% | +120.5% | -92.7% | +13.7% |
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