+265.4%
TMO vs PENG
+762.7%
-497.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.4% |
| 7D | -1.4% | +4.5% | -5.9% | -1.8% |
| 30D | +6.2% | -7.1% | +13.3% | +6.8% |
| 3M | +27.5% | -27.3% | +54.7% | +29.1% |
| 6M | +20.0% | +169.6% | -149.6% | +2.0% |
| YTD | +6.1% | +164.6% | -158.5% | -9.8% |
| 1Y | +25.8% | +109.5% | -83.6% | +9.5% |
| 3Y | +11.2% | +98.9% | -87.7% | -7.6% |
| 5Y | +9.6% | +116.3% | -106.7% | -12.4% |
| All | +265.4% | +762.7% | -497.3% | +163.0% |
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 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