+165.8%
PM vs PENG
+42.1%
+123.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -1.7% |
| 7D | -5.2% | -19.4% | +14.2% | -5.3% |
| 30D | +2.7% | -42.4% | +45.1% | +2.3% |
| 3M | +5.2% | -25.6% | +30.9% | +5.1% |
| 6M | +17.0% | +7.3% | +9.7% | +15.9% |
| YTD | +25.5% | +113.9% | -88.4% | +22.7% |
| 1Y | +35.5% | +93.6% | -58.1% | +32.6% |
| 3Y | +143.9% | +170.2% | -26.3% | +130.2% |
| All | +165.8% | +42.1% | +123.7% | +151.9% |
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 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