+2.9%
TDY vs PENG
+6.5%
-3.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.3% | -9.6% | -0.5% |
| 7D | +3.0% | +1.9% | +1.2% | +2.2% |
| 30D | +6.1% | -37.8% | +43.9% | +10.0% |
| 3M | -4.5% | -14.1% | +9.6% | -4.8% |
| 6M | +2.9% | +13.1% | -10.2% | -3.7% |
| All | +2.9% | +6.5% | -3.5% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling