+284.5%
TD vs PENG
+720.8%
-436.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.0% | -0.8% |
| 7D | -3.1% | +1.9% | -4.9% | -3.7% |
| 30D | +6.7% | -37.8% | +44.5% | +11.3% |
| 3M | +3.1% | -14.1% | +17.2% | +3.1% |
| 6M | +17.6% | +13.1% | +4.5% | +11.1% |
| YTD | +34.8% | +151.8% | -117.0% | +14.0% |
| 1Y | +55.6% | +136.0% | -80.4% | +32.5% |
| 3Y | +133.1% | +217.9% | -84.8% | +82.8% |
| 5Y | +104.7% | +64.1% | +40.6% | +66.7% |
| All | +284.5% | +720.8% | -436.3% | +165.6% |
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