-8.4%
T vs PENG
+88.9%
-97.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.4% | -13.3% | +0.2% |
| 7D | +1.0% | -19.4% | +20.5% | -0.4% |
| 30D | -10.6% | -42.4% | +31.8% | -13.8% |
| 3M | -7.7% | -25.6% | +17.9% | -9.0% |
| 6M | -13.3% | +7.3% | -20.6% | -11.4% |
| YTD | -8.8% | +113.9% | -122.6% | -1.7% |
| 1Y | -8.4% | +93.6% | -102.0% | -2.0% |
| All | -8.4% | +88.9% | -97.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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