+35.0%
TDY vs PENG
+116.9%
-81.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.6% |
| 7D | -1.8% | +7.3% | -9.1% | -2.9% |
| 30D | -13.8% | -7.5% | -6.3% | -13.0% |
| 3M | -3.9% | -17.2% | +13.4% | -3.2% |
| 6M | -9.0% | +176.7% | -185.7% | -25.4% |
| YTD | +16.5% | +161.0% | -144.5% | -4.0% |
| 1Y | +9.3% | +108.8% | -99.6% | -7.4% |
| 3Y | +45.1% | +109.8% | -64.7% | +14.2% |
| 5Y | +35.0% | +111.7% | -76.8% | +6.3% |
| All | +35.0% | +116.9% | -81.9% | +6.3% |
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 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