+189.8%
MU vs PENG
+88.9%
+100.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.4% | -7.3% | -1.2% |
| 7D | -22.0% | -19.4% | -2.6% | -13.5% |
| 30D | -36.6% | -42.4% | +5.8% | -18.4% |
| 3M | -21.7% | -25.6% | +3.9% | -13.3% |
| 6M | +3.5% | +7.3% | -3.7% | -7.0% |
| YTD | +141.9% | +113.9% | +28.1% | +56.3% |
| 1Y | +189.8% | +93.6% | +96.3% | +99.3% |
| All | +189.8% | +88.9% | +100.9% | +99.3% |
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