+78.9%
MTB vs PENG
+597.2%
-518.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.4% | -13.3% | -2.6% |
| 7D | -1.3% | -19.4% | +18.1% | +0.8% |
| 30D | +0.5% | -42.4% | +42.9% | +7.1% |
| 3M | -12.4% | -25.6% | +13.3% | -10.7% |
| 6M | +1.5% | +7.3% | -5.8% | -6.0% |
| YTD | +10.3% | +113.9% | -103.6% | -10.2% |
| 1Y | +22.2% | +93.6% | -71.4% | +1.0% |
| 3Y | +96.9% | +170.2% | -73.3% | +46.1% |
| 5Y | +64.3% | +44.2% | +20.1% | +27.9% |
| All | +78.9% | +597.2% | -518.3% | +19.0% |
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