-14.2%
TDG vs PENG
+106.3%
-120.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -2.4% | +7.3% | -9.7% | -2.6% |
| 30D | -8.0% | -7.5% | -0.5% | -7.8% |
| 3M | -10.5% | -17.2% | +6.8% | -10.5% |
| 6M | -11.9% | +176.7% | -188.7% | -20.9% |
| YTD | -15.4% | +161.0% | -176.4% | -23.8% |
| 1Y | -14.2% | +108.8% | -123.0% | -23.0% |
| All | -14.2% | +106.3% | -120.5% | -23.0% |
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 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