+410.6%
TEAM vs PENG
+520.3%
-109.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -23.0% | +19.5% | +0.3% |
| 7D | -10.2% | -36.7% | +26.5% | -3.8% |
| 30D | -5.5% | -42.0% | +36.5% | +2.0% |
| 3M | +61.7% | -33.2% | +94.9% | +68.9% |
| 6M | +98.5% | +2.1% | +96.4% | +78.9% |
| YTD | +13.0% | +90.3% | -77.2% | -12.2% |
| 1Y | +13.5% | +67.7% | -54.1% | -9.6% |
| 3Y | +3.6% | +154.2% | -150.6% | -28.7% |
| 5Y | -58.4% | +28.3% | -86.7% | -68.9% |
| All | +410.6% | +520.3% | -109.8% | +190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling