+540.8%
TDG vs PENG
+762.7%
-221.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.1% | -0.7% |
| 7D | -2.0% | +4.5% | -6.6% | -2.7% |
| 30D | -7.4% | -7.1% | -0.3% | -6.6% |
| 3M | -5.4% | -27.3% | +21.9% | -3.5% |
| 6M | -11.6% | +169.6% | -181.2% | -29.7% |
| YTD | -12.6% | +164.6% | -177.2% | -30.6% |
| 1Y | -9.3% | +109.5% | -118.8% | -25.6% |
| 3Y | +49.2% | +98.9% | -49.7% | +13.4% |
| 5Y | +132.1% | +116.3% | +15.9% | +66.3% |
| All | +540.8% | +762.7% | -221.8% | +254.4% |
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