-5.8%
TDG vs PENG
+120.5%
-126.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.1% | +9.8% | +0.9% |
| 7D | +7.1% | -20.5% | +27.5% | +7.6% |
| 30D | +11.4% | -20.4% | +31.7% | +11.8% |
| 3M | -4.6% | -16.4% | +11.8% | -4.5% |
| 6M | +5.8% | +49.2% | -43.4% | -2.1% |
| YTD | -8.5% | +147.2% | -155.7% | -19.7% |
| 1Y | -5.8% | +124.7% | -130.5% | -17.5% |
| All | -5.8% | +120.5% | -126.3% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling