+43.6%
PENG vs TCOM
+44.6%
-0.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.3% | +11.1% | +12.1% |
| 7D | -19.4% | +12.1% | -31.5% | -21.5% |
| 30D | -42.4% | +16.5% | -58.9% | -44.4% |
| 3M | -25.6% | -4.0% | -21.6% | -25.5% |
| 6M | +7.3% | -18.5% | +25.8% | +10.9% |
| YTD | +113.9% | -38.3% | +152.2% | +134.9% |
| 1Y | +93.6% | -36.6% | +130.2% | +111.0% |
| 3Y | +170.2% | +31.1% | +139.1% | +138.3% |
| All | +43.6% | +44.6% | -0.9% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling