+85.0%
TGT vs PENG
+106.3%
-21.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.6% | +7.8% | -8.4% | -0.7% |
| 30D | +9.5% | -12.2% | +21.7% | +9.6% |
| 3M | +32.3% | -20.6% | +52.9% | +32.0% |
| 6M | +37.0% | +180.9% | -143.9% | +22.9% |
| YTD | +71.0% | +162.3% | -91.2% | +53.3% |
| 1Y | +85.0% | +107.3% | -22.2% | +63.8% |
| All | +85.0% | +106.3% | -21.2% | +63.8% |
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