+132.4%
TD vs PENG
+191.8%
-59.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | -0.7% | -16.1% | +15.4% | +0.2% |
| 30D | +7.6% | -41.5% | +49.1% | +10.9% |
| 3M | +3.0% | -19.1% | +22.1% | +3.4% |
| 6M | +16.8% | +0.9% | +15.9% | +13.3% |
| YTD | +34.3% | +128.2% | -93.9% | +20.5% |
| 1Y | +56.0% | +98.6% | -42.6% | +41.3% |
| 3Y | +132.4% | +188.2% | -55.8% | +93.3% |
| All | +132.4% | +191.8% | -59.4% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling