+405.0%
TDY vs PENG
+720.8%
-315.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.3% | -9.6% | -0.8% |
| 7D | +3.0% | +1.9% | +1.2% | +2.2% |
| 30D | +6.1% | -37.8% | +43.9% | +12.8% |
| 3M | -4.5% | -14.1% | +9.6% | -4.2% |
| 6M | +2.9% | +13.1% | -10.2% | -4.0% |
| YTD | +27.5% | +151.8% | -124.3% | +2.7% |
| 1Y | +26.5% | +136.0% | -109.5% | +2.8% |
| 3Y | +70.1% | +217.9% | -147.9% | +25.0% |
| 5Y | +46.8% | +64.1% | -17.3% | +13.7% |
| All | +405.0% | +720.8% | -315.8% | +219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling