+362.7%
TDY vs PENG
+710.3%
-347.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +1.0% |
| 7D | -1.9% | 0.0% | -1.8% | -1.9% |
| 30D | -12.5% | -15.2% | +2.7% | -10.4% |
| 3M | -0.8% | -16.9% | +16.1% | -0.2% |
| 6M | -9.0% | +161.5% | -170.5% | -25.4% |
| YTD | +16.8% | +148.6% | -131.8% | -3.9% |
| 1Y | +9.5% | +89.6% | -80.2% | -6.4% |
| 3Y | +45.4% | +99.8% | -54.3% | +14.6% |
| 5Y | +37.8% | +100.9% | -63.1% | +4.7% |
| All | +362.7% | +710.3% | -347.7% | +198.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling