+16.2%
TMO vs PENG
+50.3%
-34.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | +2.8% | -16.1% | +18.9% | +4.3% |
| 30D | +9.1% | -41.5% | +50.6% | +14.2% |
| 3M | +19.9% | -19.1% | +39.0% | +20.5% |
| 6M | +54.7% | +0.9% | +53.8% | +45.8% |
| YTD | +24.3% | +128.2% | -103.9% | +2.1% |
| 1Y | +25.0% | +98.6% | -73.5% | +4.6% |
| 3Y | +61.7% | +188.2% | -126.5% | +21.1% |
| 5Y | +16.2% | +55.5% | -39.3% | -12.8% |
| All | +16.2% | +50.3% | -34.1% | -12.8% |
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