+551.7%
TER vs PENG
+597.2%
-45.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.4% | -9.8% | -2.1% |
| 7D | -20.5% | -19.4% | -1.0% | -14.2% |
| 30D | -47.0% | -42.4% | -4.6% | -35.5% |
| 3M | -43.3% | -25.6% | -17.6% | -37.7% |
| 6M | -42.9% | +7.3% | -50.2% | -45.9% |
| YTD | +12.9% | +113.9% | -101.0% | -17.0% |
| 1Y | +18.2% | +93.6% | -75.4% | -10.1% |
| 3Y | +151.8% | +170.2% | -18.4% | +63.5% |
| 5Y | +54.2% | +44.2% | +10.0% | +12.9% |
| All | +551.7% | +597.2% | -45.4% | +233.5% |
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