+86.2%
TGT vs PENG
+120.3%
-34.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.8% | +0.7% |
| 7D | +0.5% | +1.9% | -1.4% | +0.4% |
| 30D | +6.7% | -37.8% | +44.4% | +6.3% |
| 3M | +8.4% | -14.1% | +22.5% | +7.8% |
| 6M | +40.7% | +13.1% | +27.6% | +35.5% |
| YTD | +72.2% | +151.8% | -79.6% | +51.3% |
| 1Y | +86.2% | +136.0% | -49.8% | +64.3% |
| All | +86.2% | +120.3% | -34.1% | +64.3% |
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