+0.8%
TFC vs PENG
+56.5%
-55.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +1.9% |
| 7D | +2.3% | +13.2% | -11.0% | +0.4% |
| 30D | +10.8% | -29.9% | +40.7% | +14.9% |
| 3M | -3.8% | -22.2% | +18.5% | -2.7% |
| 6M | +9.6% | -1.9% | +11.5% | +2.3% |
| YTD | +5.8% | +142.1% | -136.3% | -18.9% |
| 1Y | +16.2% | +151.5% | -135.3% | -11.8% |
| 3Y | +96.0% | +206.9% | -111.0% | +32.3% |
| All | +0.8% | +56.5% | -55.8% | -30.7% |
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 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