+283.0%
TD vs PENG
+735.0%
-452.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | +0.6% | +34.6% | -34.0% | -2.9% |
| 30D | +5.0% | -35.9% | +40.9% | +9.1% |
| 3M | +1.1% | -14.7% | +15.8% | +1.2% |
| 6M | +16.5% | +13.5% | +2.9% | +9.9% |
| YTD | +34.3% | +156.1% | -121.9% | +13.4% |
| 1Y | +52.9% | +141.3% | -88.5% | +29.8% |
| 3Y | +132.2% | +223.4% | -91.2% | +81.8% |
| 5Y | +101.9% | +67.4% | +34.5% | +64.1% |
| All | +283.0% | +735.0% | -452.0% | +164.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling