+298.6%
TGT vs PENG
+762.7%
-464.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.2% | -0.4% |
| 7D | +0.8% | +4.5% | -3.8% | +0.3% |
| 30D | +12.2% | -7.1% | +19.3% | +12.7% |
| 3M | +33.8% | -27.3% | +61.1% | +35.5% |
| 6M | +39.3% | +169.6% | -130.3% | +20.1% |
| YTD | +72.9% | +164.6% | -91.8% | +48.9% |
| 1Y | +84.6% | +109.5% | -24.9% | +62.4% |
| 3Y | +46.2% | +98.9% | -52.7% | +23.3% |
| 5Y | -21.3% | +116.3% | -137.6% | -35.9% |
| All | +298.6% | +762.7% | -464.0% | +205.9% |
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