+125.6%
TD vs PENG
+115.2%
+10.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.8% | -2.0% |
| 7D | +0.3% | +4.5% | -4.2% | -0.1% |
| 30D | +0.4% | -7.1% | +7.5% | +1.0% |
| 3M | +7.6% | -27.3% | +34.9% | +9.2% |
| 6M | +25.0% | +169.6% | -144.6% | +9.2% |
| YTD | +31.0% | +164.6% | -133.6% | +14.3% |
| 1Y | +65.2% | +109.5% | -44.3% | +47.1% |
| 3Y | +122.5% | +98.9% | +23.6% | +89.8% |
| All | +125.6% | +115.2% | +10.4% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling