+278.7%
TD vs PENG
+597.2%
-318.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.4% | -12.9% | -1.9% |
| 7D | -1.7% | -19.4% | +17.8% | +0.1% |
| 30D | +8.2% | -42.4% | +50.6% | +13.9% |
| 3M | +1.7% | -25.6% | +27.4% | +3.4% |
| 6M | +14.2% | +7.3% | +7.0% | +8.3% |
| YTD | +32.8% | +113.9% | -81.1% | +14.5% |
| 1Y | +55.5% | +93.6% | -38.1% | +35.5% |
| 3Y | +129.6% | +170.2% | -40.6% | +83.5% |
| 5Y | +102.2% | +44.2% | +58.0% | +67.1% |
| All | +278.7% | +597.2% | -318.5% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling