+107.8%
PENG vs TKO
+287.6%
-179.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +7.0% |
| 7D | +4.5% | +0.7% | +3.8% | +4.2% |
| 30D | -7.1% | +1.6% | -8.7% | -7.9% |
| 3M | -27.3% | -7.8% | -19.5% | -26.1% |
| 6M | +169.6% | -13.3% | +182.9% | +179.2% |
| YTD | +164.6% | -10.3% | +174.9% | +169.4% |
| 1Y | +109.5% | -0.6% | +110.1% | +104.5% |
| 3Y | +98.9% | +88.5% | +10.4% | +49.8% |
| All | +107.8% | +287.6% | -179.7% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling