+3,496.1%
MU vs PENG
+762.7%
+2,733.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.4% | -0.3% | +3.5% |
| 7D | +9.0% | +4.5% | +4.4% | +7.1% |
| 30D | +13.8% | -7.1% | +20.9% | +16.7% |
| 3M | +2.1% | -27.3% | +29.3% | +13.6% |
| 6M | +153.8% | +169.6% | -15.8% | +69.1% |
| YTD | +256.4% | +164.6% | +91.8% | +137.2% |
| 1Y | +719.8% | +109.5% | +610.3% | +490.5% |
| 3Y | +1,360.4% | +98.9% | +1,261.4% | +866.5% |
| 5Y | +1,312.4% | +116.3% | +1,196.2% | +770.6% |
| All | +3,496.1% | +762.7% | +2,733.4% | +1,550.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling