+17.0%
MXL vs PENG
+115.2%
-98.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.4% | -0.9% | +1.7% |
| 7D | +1.6% | +4.5% | -2.9% | -1.0% |
| 30D | -7.0% | -7.1% | +0.1% | -2.0% |
| 3M | -33.4% | -27.3% | -6.1% | -19.2% |
| 6M | +260.2% | +169.6% | +90.6% | +112.3% |
| YTD | +260.0% | +164.6% | +95.3% | +112.3% |
| 1Y | +303.5% | +109.5% | +194.0% | +163.9% |
| 3Y | +160.4% | +98.9% | +61.5% | +51.8% |
| All | +17.0% | +115.2% | -98.3% | -29.6% |
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 · 6 months rolling