-26.9%
TGT vs PENG
+42.1%
-69.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.4% | -12.1% | -0.8% |
| 7D | +2.6% | -19.4% | +22.1% | +4.1% |
| 30D | +5.0% | -42.4% | +47.4% | +9.5% |
| 3M | +8.5% | -25.6% | +34.2% | +9.5% |
| 6M | +23.8% | +7.3% | +16.5% | +14.6% |
| YTD | +66.5% | +113.9% | -47.3% | +37.2% |
| 1Y | +84.9% | +93.6% | -8.7% | +54.3% |
| 3Y | +59.2% | +170.2% | -111.0% | +19.4% |
| All | -26.9% | +42.1% | -69.0% | -45.3% |
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 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