+55.7%
T vs PENG
+56.2%
-0.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.3% | -8.5% | +1.0% |
| 7D | +1.7% | -3.8% | +5.5% | +1.7% |
| 30D | -1.7% | -40.1% | +38.4% | -2.5% |
| 3M | -7.3% | -21.8% | +14.5% | -7.6% |
| 6M | -11.2% | +3.3% | -14.5% | -11.6% |
| YTD | -8.1% | +133.6% | -141.7% | -9.0% |
| 1Y | -8.0% | +110.7% | -118.7% | -8.9% |
| 3Y | +62.1% | +204.3% | -142.1% | +54.5% |
| 5Y | +55.7% | +54.4% | +1.3% | +46.5% |
| All | +55.7% | +56.2% | -0.5% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling