+234.5%
TEL vs PENG
+720.8%
-486.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.3% | -9.6% | -1.3% |
| 7D | -0.4% | +1.9% | -2.2% | -1.4% |
| 30D | +1.0% | -37.8% | +38.8% | +9.2% |
| 3M | +0.7% | -14.1% | +14.8% | +1.2% |
| 6M | +7.3% | +13.1% | -5.8% | -2.4% |
| YTD | -2.5% | +151.8% | -154.3% | -26.4% |
| 1Y | -10.3% | +136.0% | -146.2% | -31.4% |
| 3Y | +81.1% | +217.9% | -136.8% | +22.8% |
| 5Y | +45.3% | +64.1% | -18.8% | +5.6% |
| All | +234.5% | +720.8% | -486.4% | +92.8% |
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