+101.5%
TD vs PENG
+42.1%
+59.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.4% | -12.9% | -1.7% |
| 7D | -1.7% | -19.4% | +17.8% | -0.2% |
| 30D | +8.2% | -42.4% | +50.6% | +12.9% |
| 3M | +1.7% | -25.6% | +27.4% | +3.1% |
| 6M | +14.2% | +7.3% | +7.0% | +8.9% |
| YTD | +32.8% | +113.9% | -81.1% | +16.2% |
| 1Y | +55.5% | +93.6% | -38.1% | +37.4% |
| 3Y | +129.6% | +170.2% | -40.6% | +86.2% |
| All | +101.5% | +42.1% | +59.4% | +62.7% |
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