+21.7%
TE vs PENG
+222.1%
-200.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.3% | -7.4% | -2.5% |
| 7D | -22.0% | +1.9% | -23.8% | -23.6% |
| 30D | -33.6% | -37.8% | +4.1% | -16.9% |
| 3M | -61.1% | -14.1% | -47.0% | -59.8% |
| 6M | -64.7% | +13.1% | -77.8% | -68.6% |
| YTD | -68.1% | +151.8% | -219.9% | -81.6% |
| 1Y | -51.7% | +136.0% | -187.7% | -71.0% |
| All | +21.7% | +222.1% | -200.4% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling