+662.8%
PENG vs TKO
+1,011.2%
-348.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -2.5% |
| 7D | +7.8% | +7.2% | +0.6% | +5.3% |
| 30D | -12.2% | +4.7% | -16.9% | -13.8% |
| 3M | -20.6% | -3.2% | -17.4% | -20.6% |
| 6M | +180.9% | -2.9% | +183.8% | +179.6% |
| YTD | +162.3% | -5.8% | +168.1% | +162.7% |
| 1Y | +107.3% | -1.1% | +108.3% | +103.7% |
| 3Y | +110.8% | +111.1% | -0.3% | +56.5% |
| 5Y | +117.8% | +315.6% | -197.7% | +24.8% |
| All | +662.8% | +1,011.2% | -348.3% | +394.6% |
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