+169.9%
PM vs PENG
+597.2%
-427.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -2.2% |
| 7D | -5.2% | -19.4% | +14.2% | -4.7% |
| 30D | +2.7% | -42.4% | +45.1% | +4.4% |
| 3M | +6.1% | -25.6% | +31.8% | +6.6% |
| 6M | +18.0% | +7.3% | +10.7% | +15.0% |
| YTD | +26.6% | +113.9% | -87.3% | +18.3% |
| 1Y | +36.7% | +93.6% | -56.9% | +28.3% |
| 3Y | +146.0% | +170.2% | -24.2% | +119.6% |
| 5Y | +164.1% | +44.2% | +119.9% | +139.7% |
| All | +169.9% | +597.2% | -427.3% | +111.5% |
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