+103.3%
PENG vs TKO
+10.0%
+93.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.5% | +4.7% | +9.4% |
| 7D | -3.8% | +7.8% | -11.6% | -3.3% |
| 30D | -40.1% | +12.2% | -52.2% | -39.5% |
| 3M | -21.8% | +7.5% | -29.2% | -21.1% |
| 6M | +3.3% | +7.7% | -4.4% | +1.7% |
| YTD | +133.6% | -3.3% | +137.0% | +136.2% |
| All | +103.3% | +10.0% | +93.3% | +89.0% |
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