+2,538.2%
MUU vs PENG
+152.6%
+2,385.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.0% |
| 7D | +13.9% | +7.8% | +6.1% | +5.3% |
| 30D | +24.8% | -12.2% | +37.0% | +43.0% |
| 3M | -15.7% | -20.6% | +4.9% | +6.8% |
| 6M | +338.9% | +180.9% | +157.9% | +41.4% |
| YTD | +563.2% | +162.3% | +400.9% | +125.5% |
| 1Y | +2,577.5% | +107.3% | +2,470.2% | +1,061.1% |
| All | +2,538.2% | +152.6% | +2,385.7% | +802.7% |
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 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