-12.7%
TLT vs PENG
+597.2%
-609.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | +0.2% |
| 7D | +0.1% | -19.4% | +19.5% | -0.2% |
| 30D | +6.2% | -42.4% | +48.6% | +5.4% |
| 3M | +0.1% | -25.6% | +25.7% | -0.2% |
| 6M | -3.0% | +7.3% | -10.2% | -2.3% |
| YTD | -2.7% | +113.9% | -116.6% | -0.6% |
| 1Y | -4.8% | +93.6% | -98.4% | -2.9% |
| 3Y | +6.9% | +170.2% | -163.3% | +10.9% |
| 5Y | -34.5% | +44.2% | -78.6% | -32.7% |
| All | -12.7% | +597.2% | -609.9% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling