+72.3%
TFC vs PENG
+520.3%
-448.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -23.0% | +21.0% | +1.6% |
| 7D | +1.1% | -36.7% | +37.7% | +7.6% |
| 30D | +7.8% | -42.0% | +49.8% | +15.4% |
| 3M | -4.8% | -33.2% | +28.4% | -1.1% |
| 6M | +1.8% | +2.1% | -0.3% | -6.3% |
| YTD | +4.4% | +90.3% | -85.9% | -15.9% |
| 1Y | +18.0% | +67.7% | -49.7% | -3.0% |
| 3Y | +85.2% | +154.2% | -69.0% | +32.8% |
| 5Y | -1.4% | +28.3% | -29.7% | -24.5% |
| All | +72.3% | +520.3% | -448.1% | +9.6% |
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 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