+2,465.4%
MU vs PENG
+644.0%
+1,821.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.2% |
| 7D | -15.2% | -16.1% | +0.9% | -9.1% |
| 30D | -29.5% | -41.5% | +12.0% | -13.8% |
| 3M | -15.8% | -19.1% | +3.3% | -10.8% |
| 6M | -2.9% | +0.9% | -3.8% | -7.4% |
| YTD | +154.2% | +128.2% | +26.0% | +75.3% |
| 1Y | +186.6% | +98.6% | +88.0% | +108.0% |
| 3Y | +871.5% | +188.2% | +683.3% | +493.5% |
| 5Y | +911.7% | +55.5% | +856.2% | +593.2% |
| All | +2,465.4% | +644.0% | +1,821.4% | +1,119.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling