+6.8%
TMO vs PENG
+107.7%
-100.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +0.4% | +7.8% | -7.4% | -0.4% |
| 30D | +1.5% | -12.2% | +13.7% | +2.6% |
| 3M | +28.5% | -20.6% | +49.2% | +29.0% |
| 6M | +20.4% | +180.9% | -160.6% | -0.9% |
| YTD | +4.3% | +162.3% | -158.0% | -13.7% |
| 1Y | +24.1% | +107.3% | -83.2% | +5.7% |
| 3Y | +17.5% | +110.8% | -93.3% | -6.8% |
| 5Y | +6.8% | +117.8% | -111.0% | -18.0% |
| All | +6.8% | +107.7% | -100.9% | -18.0% |
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