+81.0%
TEL vs PENG
+209.7%
-128.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.3% |
| 7D | +4.5% | +13.2% | -8.7% | +2.1% |
| 30D | +2.9% | -29.9% | +32.8% | +8.1% |
| 3M | +1.1% | -22.2% | +23.4% | +3.4% |
| 6M | +5.0% | -1.9% | +6.9% | -1.5% |
| YTD | -3.9% | +142.1% | -146.0% | -28.0% |
| 1Y | -7.4% | +151.5% | -159.0% | -31.2% |
| 3Y | +81.0% | +206.9% | -125.9% | +15.7% |
| All | +81.0% | +209.7% | -128.8% | +15.7% |
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