-28.1%
TGT vs PENG
+56.5%
-84.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.8% |
| 7D | +2.6% | +13.2% | -10.6% | +1.4% |
| 30D | +4.7% | -29.9% | +34.6% | +7.3% |
| 3M | +4.6% | -22.2% | +26.8% | +5.2% |
| 6M | +34.9% | -1.9% | +36.8% | +27.5% |
| YTD | +70.9% | +142.1% | -71.2% | +39.1% |
| 1Y | +84.4% | +151.5% | -67.2% | +48.9% |
| 3Y | +69.1% | +206.9% | -137.8% | +25.1% |
| All | -28.1% | +56.5% | -84.7% | -47.4% |
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