-35.1%
TLT vs PENG
+56.2%
-91.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.2% | 0.0% |
| 7D | +0.3% | -3.8% | +4.1% | +0.3% |
| 30D | +5.1% | -40.1% | +45.2% | +5.2% |
| 3M | -0.2% | -21.8% | +21.6% | -0.2% |
| 6M | -2.9% | +3.3% | -6.2% | -3.1% |
| YTD | -2.7% | +133.6% | -136.3% | -3.0% |
| 1Y | -4.6% | +110.7% | -115.3% | -4.9% |
| 3Y | +6.1% | +204.3% | -198.2% | +5.8% |
| 5Y | -35.1% | +54.4% | -89.5% | -36.6% |
| All | -35.1% | +56.2% | -91.4% | -36.6% |
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 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