+101.4%
TD vs PENG
+56.5%
+44.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.4% | +0.5% |
| 7D | +1.1% | +13.2% | -12.1% | -0.1% |
| 30D | +5.2% | -29.9% | +35.1% | +7.8% |
| 3M | +1.2% | -22.2% | +23.5% | +2.1% |
| 6M | +17.7% | -1.9% | +19.6% | +13.6% |
| YTD | +34.2% | +142.1% | -107.9% | +16.0% |
| 1Y | +55.4% | +151.5% | -96.1% | +33.6% |
| 3Y | +130.4% | +206.9% | -76.5% | +84.3% |
| All | +101.4% | +56.5% | +44.9% | +58.9% |
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