+649.6%
TER vs PENG
+705.8%
-56.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -9.1% | +2.3% | -3.4% |
| 7D | -19.9% | -20.5% | +0.6% | -12.9% |
| 30D | -43.5% | -20.4% | -23.2% | -39.4% |
| 3M | -37.8% | -16.4% | -21.4% | -34.4% |
| 6M | -25.6% | +49.2% | -74.8% | -37.2% |
| YTD | +29.8% | +147.2% | -117.4% | -9.3% |
| 1Y | +43.2% | +124.7% | -81.5% | +3.4% |
| 3Y | +189.3% | +230.3% | -41.0% | +75.2% |
| 5Y | +76.9% | +71.4% | +5.5% | +22.1% |
| All | +649.6% | +705.8% | -56.2% | +264.4% |
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