+283.3%
TD vs PENG
+644.0%
-360.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -0.7% | -16.1% | +15.4% | +0.8% |
| 30D | +7.6% | -41.5% | +49.1% | +13.1% |
| 3M | +3.0% | -19.1% | +22.1% | +3.7% |
| 6M | +16.8% | +0.9% | +15.9% | +11.8% |
| YTD | +34.3% | +128.2% | -93.9% | +15.0% |
| 1Y | +56.0% | +98.6% | -42.6% | +35.6% |
| 3Y | +132.4% | +188.2% | -55.8% | +84.3% |
| 5Y | +103.7% | +55.5% | +48.1% | +66.8% |
| All | +283.3% | +644.0% | -360.7% | +167.8% |
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 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