+847.8%
MU vs PENG
+42.1%
+805.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.4% | -7.3% | -0.6% |
| 7D | -22.0% | -19.4% | -2.6% | -14.2% |
| 30D | -36.6% | -42.4% | +5.8% | -19.8% |
| 3M | -21.7% | -25.6% | +3.9% | -13.5% |
| 6M | +3.5% | +7.3% | -3.7% | -5.3% |
| YTD | +141.9% | +113.9% | +28.1% | +60.6% |
| 1Y | +189.8% | +93.6% | +96.3% | +100.7% |
| 3Y | +855.4% | +170.2% | +685.2% | +451.5% |
| All | +847.8% | +42.1% | +805.7% | +516.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling