-11.4%
TEAM vs PENG
+184.4%
-195.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +12.4% | -28.5% | -17.0% |
| 7D | -19.8% | -19.4% | -0.4% | -18.7% |
| 30D | -21.5% | -42.4% | +20.9% | -18.5% |
| 3M | +39.5% | -25.6% | +65.1% | +41.4% |
| 6M | +73.1% | +7.3% | +65.8% | +55.6% |
| YTD | -5.2% | +113.9% | -119.1% | -27.5% |
| 1Y | -1.6% | +93.6% | -95.1% | -23.2% |
| 3Y | -11.4% | +170.2% | -181.7% | -49.9% |
| All | -11.4% | +184.4% | -195.8% | -49.9% |
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 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