-76.7%
TE vs PENG
+158.4%
-235.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.3% | -12.2% | -6.4% |
| 7D | -10.5% | -3.8% | -6.8% | -9.7% |
| 30D | -32.4% | -40.1% | +7.6% | -19.3% |
| 3M | -60.9% | -21.8% | -39.1% | -58.0% |
| 6M | -62.8% | +3.3% | -66.1% | -63.6% |
| YTD | -65.7% | +133.6% | -199.4% | -74.6% |
| 1Y | -39.9% | +110.7% | -150.6% | -53.8% |
| 3Y | +10.6% | +204.3% | -193.6% | -25.1% |
| 5Y | -79.7% | +54.4% | -134.0% | -85.3% |
| All | -76.7% | +158.4% | -235.1% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling