-12.8%
TLT vs PENG
+762.7%
-775.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.3% | +0.3% |
| 7D | -0.4% | +4.5% | -5.0% | -0.4% |
| 30D | -0.6% | -7.1% | +6.5% | -0.7% |
| 3M | -2.7% | -27.3% | +24.5% | -3.0% |
| 6M | -5.6% | +169.6% | -175.2% | -3.4% |
| YTD | -2.8% | +164.6% | -167.4% | -0.4% |
| 1Y | -1.4% | +109.5% | -110.9% | +0.5% |
| 3Y | -1.6% | +98.9% | -100.5% | +1.3% |
| 5Y | -33.8% | +116.3% | -150.1% | -31.4% |
| All | -12.8% | +762.7% | -775.4% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling