+167.8%
PM vs PENG
+720.8%
-553.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.3% | -9.2% | +0.7% |
| 7D | -7.1% | +1.9% | -8.9% | -7.2% |
| 30D | -2.8% | -37.8% | +35.0% | -1.5% |
| 3M | +6.3% | -14.1% | +20.4% | +6.3% |
| 6M | +9.6% | +13.1% | -3.5% | +6.9% |
| YTD | +25.6% | +151.8% | -126.2% | +16.7% |
| 1Y | +29.7% | +136.0% | -106.3% | +20.8% |
| 3Y | +147.6% | +217.9% | -70.4% | +119.6% |
| 5Y | +160.1% | +64.1% | +96.0% | +135.4% |
| All | +167.8% | +720.8% | -553.0% | +108.6% |
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 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