+2,713.5%
MU vs PENG
+705.8%
+2,007.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -9.1% | +2.1% | -3.4% |
| 7D | -19.1% | -20.5% | +1.4% | -11.7% |
| 30D | -25.2% | -20.4% | -4.9% | -19.5% |
| 3M | -10.9% | -16.4% | +5.5% | -6.9% |
| 6M | +38.0% | +49.2% | -11.2% | +13.6% |
| YTD | +178.8% | +147.2% | +31.6% | +86.3% |
| 1Y | +265.1% | +124.7% | +140.5% | +152.9% |
| 3Y | +1,006.2% | +230.3% | +776.0% | +541.6% |
| 5Y | +1,027.5% | +71.4% | +956.1% | +644.2% |
| All | +2,713.5% | +705.8% | +2,007.7% | +1,195.9% |
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