+114.1%
TDG vs PENG
+56.2%
+57.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.3% | -7.4% | +0.9% |
| 7D | +0.4% | -3.8% | +4.2% | +0.3% |
| 30D | +10.0% | -40.1% | +50.1% | +15.0% |
| 3M | -0.5% | -21.8% | +21.3% | +0.4% |
| 6M | +0.3% | +3.3% | -3.0% | -5.5% |
| YTD | -8.3% | +133.6% | -142.0% | -24.4% |
| 1Y | -5.1% | +110.7% | -115.8% | -20.7% |
| 3Y | +46.5% | +204.3% | -157.7% | +7.7% |
| 5Y | +114.1% | +54.4% | +59.7% | +61.2% |
| All | +114.1% | +56.2% | +57.9% | +61.2% |
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