-34.6%
TLT vs PENG
+42.1%
-76.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | 0.0% |
| 7D | +0.1% | -19.4% | +19.5% | +0.1% |
| 30D | +6.2% | -42.4% | +48.6% | +6.3% |
| 3M | -0.3% | -25.6% | +25.3% | -0.4% |
| 6M | -3.4% | +7.3% | -10.6% | -3.6% |
| YTD | -3.1% | +113.9% | -117.0% | -3.5% |
| 1Y | -5.2% | +93.6% | -98.8% | -5.6% |
| 3Y | +6.5% | +170.2% | -163.7% | +6.1% |
| All | -34.6% | +42.1% | -76.7% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling