+1,397.6%
MUU vs PENG
+142.5%
+1,255.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +10.3% | +13.8% | +13.1% |
| 7D | -2.5% | +1.9% | -4.4% | +0.4% |
| 30D | -39.7% | -37.8% | -2.0% | +2.6% |
| 3M | -27.4% | -14.1% | -13.3% | -16.3% |
| 6M | -38.4% | +13.1% | -51.5% | -47.3% |
| YTD | +276.4% | +151.8% | +124.7% | +31.3% |
| 1Y | +390.7% | +136.0% | +254.7% | +85.3% |
| All | +1,397.6% | +142.5% | +1,255.1% | +425.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling