+97.1%
MTB vs PENG
+762.7%
-665.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -1.0% |
| 7D | +1.7% | +4.5% | -2.8% | +1.0% |
| 30D | -4.2% | -7.1% | +2.9% | -3.4% |
| 3M | +8.9% | -27.3% | +36.1% | +10.9% |
| 6M | +10.9% | +169.6% | -158.7% | -10.4% |
| YTD | +21.5% | +164.6% | -143.1% | -2.0% |
| 1Y | +21.9% | +109.5% | -87.6% | +1.5% |
| 3Y | +109.2% | +98.9% | +10.3% | +63.6% |
| 5Y | +102.0% | +116.3% | -14.3% | +50.0% |
| All | +97.1% | +762.7% | -665.6% | +29.8% |
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