+302.2%
TGT vs PENG
+661.7%
-359.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.3% | -4.5% | +3.9% |
| 7D | +4.7% | -3.8% | +8.5% | +4.6% |
| 30D | +8.0% | -40.1% | +48.1% | +12.1% |
| 3M | +11.7% | -21.8% | +33.5% | +12.3% |
| 6M | +34.7% | +3.3% | +31.4% | +28.3% |
| YTD | +74.4% | +133.6% | -59.2% | +49.6% |
| 1Y | +89.2% | +110.7% | -21.5% | +63.9% |
| 3Y | +73.4% | +204.3% | -130.9% | +39.7% |
| 5Y | -24.0% | +54.4% | -78.4% | -37.1% |
| All | +302.2% | +661.7% | -359.5% | +207.3% |
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 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