+313.9%
TEAM vs PENG
+644.0%
-330.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.7% | -3.7% |
| 7D | -22.2% | -16.1% | -6.1% | -20.7% |
| 30D | -28.1% | -41.5% | +13.3% | -22.8% |
| 3M | -2.2% | -19.1% | +16.9% | -1.6% |
| 6M | +62.2% | +0.9% | +61.3% | +47.6% |
| YTD | -8.4% | +128.2% | -136.6% | -31.3% |
| 1Y | -6.6% | +98.6% | -105.2% | -28.0% |
| 3Y | -15.7% | +188.2% | -203.9% | -43.3% |
| 5Y | -65.7% | +55.5% | -121.2% | -75.3% |
| All | +313.9% | +644.0% | -330.1% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling