-79.7%
TE vs PENG
+42.1%
-121.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.4% | -8.9% | -2.4% |
| 7D | -12.6% | -19.4% | +6.9% | -3.6% |
| 30D | -36.7% | -42.4% | +5.7% | -19.1% |
| 3M | -57.5% | -25.6% | -31.8% | -52.5% |
| 6M | -55.2% | +7.3% | -62.5% | -57.8% |
| YTD | -64.7% | +113.9% | -178.5% | -76.3% |
| 1Y | -35.9% | +93.6% | -129.4% | -54.7% |
| 3Y | -31.8% | +170.2% | -202.0% | -60.7% |
| All | -79.7% | +42.1% | -121.8% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling