+219.2%
PENG vs TCOM
+26.8%
+192.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.1% | +11.4% | +10.4% |
| 7D | +1.9% | +2.2% | -0.3% | +1.5% |
| 30D | -37.8% | +12.5% | -50.3% | -38.9% |
| 3M | -14.1% | -5.6% | -8.5% | -13.4% |
| 6M | +13.1% | -16.5% | +29.6% | +16.6% |
| YTD | +151.8% | -39.4% | +191.1% | +176.3% |
| 1Y | +136.0% | -41.0% | +176.9% | +160.4% |
| All | +219.2% | +26.8% | +192.4% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling