+41.6%
TEL vs PENG
+42.1%
-0.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.4% | -12.1% | -2.2% |
| 7D | -2.8% | -19.4% | +16.6% | +0.6% |
| 30D | -4.1% | -42.4% | +38.3% | +5.6% |
| 3M | -3.4% | -25.6% | +22.3% | 0.0% |
| 6M | -3.5% | +7.3% | -10.8% | -12.7% |
| YTD | -8.0% | +113.9% | -121.9% | -30.7% |
| 1Y | -13.7% | +93.6% | -107.3% | -33.6% |
| 3Y | +71.9% | +170.2% | -98.3% | +12.8% |
| All | +41.6% | +42.1% | -0.5% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling