+166.6%
PM vs PENG
+31.0%
+135.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -23.0% | +18.4% | -4.8% |
| 7D | -3.4% | -36.7% | +33.3% | -3.7% |
| 30D | +5.8% | -42.0% | +47.9% | +5.4% |
| 3M | +6.7% | -33.2% | +39.9% | +6.4% |
| 6M | +19.9% | +2.1% | +17.8% | +18.5% |
| YTD | +27.8% | +90.3% | -62.5% | +24.8% |
| 1Y | +39.4% | +67.7% | -28.3% | +36.4% |
| 3Y | +146.9% | +154.2% | -7.4% | +131.9% |
| 5Y | +166.6% | +28.3% | +138.3% | +152.2% |
| All | +166.6% | +31.0% | +135.6% | +152.2% |
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