+70.8%
T vs PENG
+762.7%
-691.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.4% | -2.2% |
| 7D | -1.3% | +4.5% | -5.8% | -1.5% |
| 30D | +11.4% | -7.1% | +18.5% | +11.6% |
| 3M | +14.3% | -27.3% | +41.6% | +14.9% |
| 6M | -9.3% | +169.6% | -178.8% | -15.7% |
| YTD | +7.1% | +164.6% | -157.5% | -0.6% |
| 1Y | -9.1% | +109.5% | -118.6% | -14.7% |
| 3Y | +105.3% | +98.9% | +6.4% | +86.7% |
| 5Y | +66.8% | +116.3% | -49.4% | +46.6% |
| All | +70.8% | +762.7% | -691.9% | +31.8% |
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