+145.2%
TE vs PENG
+98.5%
+46.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.6% | -2.1% |
| 7D | +0.2% | -1.2% | +1.4% | +0.8% |
| 30D | -5.9% | -12.9% | +7.0% | +0.7% |
| 3M | -45.6% | -20.5% | -25.1% | -40.1% |
| 6M | -43.4% | +176.8% | -220.2% | -60.0% |
| YTD | -31.0% | +161.6% | -192.5% | -50.7% |
| 1Y | +145.2% | +95.6% | +49.6% | +84.0% |
| All | +145.2% | +98.5% | +46.7% | +84.0% |
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