+331.5%
TEAM vs PENG
+661.7%
-330.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.3% | -8.5% | -0.7% |
| 7D | -17.2% | -3.8% | -13.4% | -17.6% |
| 30D | -25.1% | -40.1% | +15.0% | -19.8% |
| 3M | +3.9% | -21.8% | +25.7% | +5.1% |
| 6M | +69.1% | +3.3% | +65.8% | +53.2% |
| YTD | -4.5% | +133.6% | -138.1% | -28.6% |
| 1Y | -1.9% | +110.7% | -112.6% | -25.2% |
| 3Y | -9.3% | +204.3% | -213.6% | -39.6% |
| 5Y | -65.2% | +54.4% | -119.5% | -74.9% |
| All | +331.5% | +661.7% | -330.2% | +135.9% |
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