+148.6%
TE vs PENG
+118.5%
+30.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | -2.0% |
| 7D | -4.0% | +4.5% | -8.5% | -6.2% |
| 30D | -15.9% | -7.1% | -8.8% | -12.9% |
| 3M | -60.5% | -27.3% | -33.3% | -54.6% |
| 6M | -35.2% | +169.6% | -204.8% | -53.0% |
| YTD | -31.1% | +164.6% | -195.8% | -50.4% |
| 1Y | +148.6% | +109.5% | +39.2% | +87.5% |
| All | +148.6% | +118.5% | +30.2% | +87.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling