+669.7%
PENG vs TKO
+958.2%
-288.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +178.9% |
| YTD | +164.6% | -10.3% | +174.9% | +169.4% |
| 1Y | +109.5% | -0.6% | +110.1% | +105.3% |
| 3Y | +98.9% | +88.5% | +10.4% | +53.5% |
| 5Y | +116.3% | +284.7% | -168.5% | +27.1% |
| All | +669.7% | +958.2% | -288.5% | +407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling