+68.8%
TDY vs PENG
+191.8%
-123.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.7% |
| 7D | -2.6% | -16.1% | +13.4% | -0.8% |
| 30D | +5.3% | -41.5% | +46.8% | +11.4% |
| 3M | -6.4% | -19.1% | +12.7% | -5.5% |
| 6M | +4.0% | +0.9% | +3.1% | -0.6% |
| YTD | +26.5% | +128.2% | -101.7% | +5.8% |
| 1Y | +24.2% | +98.6% | -74.4% | +5.8% |
| 3Y | +68.8% | +188.2% | -119.4% | +28.3% |
| All | +68.8% | +191.8% | -123.0% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling