+146.8%
PM vs PENG
+762.7%
-615.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.4% | -2.2% |
| 7D | -4.9% | +4.5% | -9.4% | -5.1% |
| 30D | -3.4% | -7.1% | +3.7% | -3.2% |
| 3M | +5.2% | -27.3% | +32.4% | +5.7% |
| 6M | +3.7% | +169.6% | -165.9% | -3.2% |
| YTD | +15.8% | +164.6% | -148.9% | +8.0% |
| 1Y | +17.4% | +109.5% | -92.1% | +10.5% |
| 3Y | +116.9% | +98.9% | +18.0% | +98.7% |
| 5Y | +117.3% | +116.3% | +1.1% | +93.3% |
| All | +146.8% | +762.7% | -615.8% | +92.9% |
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 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