+15.1%
TEAM vs PENG
+120.5%
-105.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.1% | +8.5% | -1.1% |
| 7D | -13.7% | -20.5% | +6.7% | -15.0% |
| 30D | -3.4% | -20.4% | +16.9% | -4.4% |
| 3M | +72.1% | -16.4% | +88.5% | +71.8% |
| 6M | +103.8% | +49.2% | +54.6% | +95.2% |
| YTD | +17.1% | +147.2% | -130.1% | +11.0% |
| 1Y | +15.1% | +124.7% | -109.6% | +10.5% |
| All | +15.1% | +120.5% | -105.4% | +10.5% |
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