-14.7%
TLT vs PENG
+735.0%
-749.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.5% |
| 7D | -2.7% | +34.6% | -37.3% | -2.2% |
| 30D | +2.2% | -35.9% | +38.1% | +1.6% |
| 3M | -1.7% | -14.7% | +13.0% | -1.8% |
| 6M | -4.0% | +13.5% | -17.5% | -3.2% |
| YTD | -4.9% | +156.1% | -161.1% | -2.5% |
| 1Y | -7.4% | +141.3% | -148.7% | -5.1% |
| 3Y | +3.0% | +223.4% | -220.4% | +7.2% |
| 5Y | -35.1% | +67.4% | -102.5% | -33.3% |
| All | -14.7% | +735.0% | -749.7% | -7.5% |
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