+15.7%
TFC vs PENG
+120.3%
-104.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.3% | -0.2% |
| 7D | -1.2% | +1.9% | -3.1% | -1.3% |
| 30D | +7.8% | -37.8% | +45.5% | +8.9% |
| 3M | -3.0% | -14.1% | +11.1% | -3.1% |
| 6M | +5.8% | +13.1% | -7.3% | +1.8% |
| YTD | +5.3% | +151.8% | -146.5% | -8.4% |
| 1Y | +15.7% | +136.0% | -120.3% | +1.3% |
| All | +15.7% | +120.3% | -104.6% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling