+579.6%
PENG vs TKO
+1,040.5%
-460.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.5% | +4.7% | +7.8% |
| 7D | -3.8% | +7.8% | -11.6% | -5.8% |
| 30D | -40.1% | +12.2% | -52.2% | -42.2% |
| 3M | -21.8% | +7.5% | -29.2% | -24.0% |
| 6M | +3.3% | +7.7% | -4.4% | -0.9% |
| YTD | +133.6% | -3.3% | +137.0% | +131.5% |
| 1Y | +110.7% | +11.1% | +99.6% | +98.6% |
| 3Y | +204.3% | +141.0% | +63.3% | +115.6% |
| 5Y | +54.4% | +278.8% | -224.4% | -8.9% |
| All | +579.6% | +1,040.5% | -460.9% | +335.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling