-57.4%
MUZ vs PENG
-24.9%
-32.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +10.3% | -34.2% | -13.4% |
| 7D | -17.7% | +1.9% | -19.5% | -4.6% |
| 30D | +14.5% | -37.8% | +52.3% | -9.0% |
| 3M | -25.7% | -14.1% | -11.6% | -14.1% |
| All | -57.4% | -24.9% | -32.5% | -33.9% |
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 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 · Available span rolling