-3.0%
TFC vs PENG
+42.1%
-45.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.4% | -13.3% | -2.6% |
| 7D | +1.2% | -19.4% | +20.7% | +3.3% |
| 30D | +8.3% | -42.4% | +50.7% | +15.3% |
| 3M | -5.2% | -25.6% | +20.5% | -3.6% |
| 6M | -0.8% | +7.3% | -8.1% | -9.7% |
| YTD | +3.4% | +113.9% | -110.4% | -19.1% |
| 1Y | +17.0% | +93.6% | -76.6% | -7.0% |
| 3Y | +86.2% | +170.2% | -84.1% | +28.3% |
| All | -3.0% | +42.1% | -45.1% | -31.6% |
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