+2,341.2%
MU vs PENG
+597.2%
+1,744.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.4% | -7.3% | +0.1% |
| 7D | -22.0% | -19.4% | -2.6% | -15.2% |
| 30D | -36.6% | -42.4% | +5.8% | -21.9% |
| 3M | -21.7% | -25.6% | +3.9% | -14.3% |
| 6M | +3.5% | +7.3% | -3.7% | -3.2% |
| YTD | +141.9% | +113.9% | +28.1% | +71.3% |
| 1Y | +189.8% | +93.6% | +96.3% | +112.9% |
| 3Y | +855.4% | +170.2% | +685.2% | +499.0% |
| 5Y | +869.2% | +44.2% | +825.0% | +584.4% |
| All | +2,341.2% | +597.2% | +1,744.0% | +1,091.6% |
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