+2.8%
TLT vs PENG
+209.7%
-206.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.0% | -0.4% |
| 7D | -3.1% | +13.2% | -16.3% | -3.1% |
| 30D | +1.0% | -29.9% | +31.0% | +1.2% |
| 3M | -2.7% | -22.2% | +19.5% | -2.8% |
| 6M | -4.1% | -1.9% | -2.3% | -4.5% |
| YTD | -5.4% | +142.1% | -147.5% | -6.1% |
| 1Y | -7.0% | +151.5% | -158.5% | -7.8% |
| 3Y | +2.8% | +206.9% | -204.1% | +2.7% |
| All | +2.8% | +209.7% | -206.9% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling