+402.3%
TDY vs PENG
+735.0%
-332.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.8% |
| 7D | +9.4% | +34.6% | -25.2% | +4.3% |
| 30D | +5.9% | -35.9% | +41.9% | +12.1% |
| 3M | -5.7% | -14.7% | +9.0% | -5.3% |
| 6M | +2.4% | +13.5% | -11.1% | -4.5% |
| YTD | +26.8% | +156.1% | -129.3% | +1.9% |
| 1Y | +24.7% | +141.3% | -116.7% | +1.0% |
| 3Y | +69.2% | +223.4% | -154.3% | +24.0% |
| 5Y | +45.7% | +67.4% | -21.7% | +12.6% |
| All | +402.3% | +735.0% | -332.7% | +216.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling