+719.8%
MU vs PENG
+118.5%
+601.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.4% | -0.3% | +2.8% |
| 7D | +9.0% | +4.5% | +4.4% | +6.6% |
| 30D | +13.8% | -7.1% | +20.9% | +17.4% |
| 3M | +2.1% | -27.3% | +29.3% | +15.0% |
| 6M | +153.8% | +169.6% | -15.8% | +61.1% |
| YTD | +256.4% | +164.6% | +91.8% | +125.7% |
| 1Y | +719.8% | +109.5% | +610.3% | +402.0% |
| All | +719.8% | +118.5% | +601.3% | +402.0% |
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 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