-27.8%
TE vs PENG
+101.4%
-129.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | -1.7% |
| 7D | -4.0% | +4.5% | -8.5% | -6.0% |
| 30D | -15.9% | -7.1% | -8.8% | -13.1% |
| 3M | -60.5% | -27.3% | -33.3% | -54.9% |
| 6M | -35.2% | +169.6% | -204.8% | -58.2% |
| YTD | -31.1% | +164.6% | -195.8% | -55.6% |
| 1Y | +148.6% | +109.5% | +39.2% | +74.7% |
| All | -27.8% | +101.4% | -129.2% | -54.8% |
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 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