+327.6%
TMO vs PENG
+720.8%
-393.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | -1.1% |
| 7D | +1.6% | +1.9% | -0.2% | +1.0% |
| 30D | +8.4% | -37.8% | +46.2% | +12.7% |
| 3M | +18.7% | -14.1% | +32.8% | +18.7% |
| 6M | +58.9% | +13.1% | +45.7% | +49.5% |
| YTD | +24.2% | +151.8% | -127.6% | +4.6% |
| 1Y | +22.8% | +136.0% | -113.2% | +4.1% |
| 3Y | +61.6% | +217.9% | -156.3% | +27.6% |
| 5Y | +15.3% | +64.1% | -48.8% | -6.1% |
| All | +327.6% | +720.8% | -393.2% | +205.2% |
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