+373.6%
TDY vs PENG
+762.7%
-389.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -6.0% | -0.6% |
| 7D | -1.8% | +4.5% | -6.4% | -2.5% |
| 30D | -10.7% | -7.1% | -3.6% | -9.9% |
| 3M | -1.3% | -27.3% | +26.0% | +1.3% |
| 6M | -10.6% | +169.6% | -180.1% | -27.0% |
| YTD | +19.6% | +164.6% | -145.1% | -2.6% |
| 1Y | +11.6% | +109.5% | -97.8% | -6.1% |
| 3Y | +45.2% | +98.9% | -53.7% | +14.7% |
| 5Y | +36.1% | +116.3% | -80.2% | +2.1% |
| All | +373.6% | +762.7% | -389.0% | +203.1% |
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