+46.8%
T vs PENG
+520.3%
-473.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -23.0% | +23.0% | +0.7% |
| 7D | +4.3% | -36.7% | +41.0% | +5.7% |
| 30D | -9.7% | -42.0% | +32.4% | -8.4% |
| 3M | -4.3% | -33.2% | +28.9% | -3.7% |
| 6M | -13.7% | +2.1% | -15.8% | -16.2% |
| YTD | -8.0% | +90.3% | -98.3% | -14.2% |
| 1Y | -6.9% | +67.7% | -74.6% | -12.7% |
| 3Y | +59.7% | +154.2% | -94.5% | +40.5% |
| 5Y | +53.4% | +28.3% | +25.1% | +38.3% |
| All | +46.8% | +520.3% | -473.6% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling