+218.1%
TEL vs PENG
+762.7%
-544.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.7% |
| 7D | +3.0% | +4.5% | -1.6% | +2.0% |
| 30D | -3.9% | -7.1% | +3.2% | -2.8% |
| 3M | -5.1% | -27.3% | +22.2% | -2.2% |
| 6M | +0.6% | +169.6% | -169.0% | -23.1% |
| YTD | -7.3% | +164.6% | -171.9% | -29.1% |
| 1Y | +1.1% | +109.5% | -108.3% | -19.4% |
| 3Y | +63.7% | +98.9% | -35.2% | +21.3% |
| 5Y | +50.7% | +116.3% | -65.6% | +5.7% |
| All | +218.1% | +762.7% | -544.6% | +85.7% |
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 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