+109.5%
PENG vs TKO
+1.2%
+108.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +6.5% |
| 7D | +4.5% | +0.7% | +3.8% | +4.5% |
| 30D | -7.1% | +1.6% | -8.7% | -7.3% |
| 3M | -27.3% | -7.8% | -19.5% | -27.0% |
| 6M | +169.6% | -13.3% | +182.9% | +173.6% |
| YTD | +164.6% | -10.3% | +174.9% | +166.4% |
| 1Y | +109.5% | -0.6% | +110.1% | +105.9% |
| All | +109.5% | +1.2% | +108.3% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling