-50.0%
TNA vs PENG
+42.1%
-92.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.4% | -9.6% | -3.5% |
| 7D | -7.0% | -19.4% | +12.5% | +1.5% |
| 30D | -6.4% | -42.4% | +35.9% | +19.0% |
| 3M | -25.7% | -25.6% | 0.0% | -20.1% |
| 6M | -19.7% | +7.3% | -27.0% | -39.9% |
| YTD | +18.3% | +113.9% | -95.6% | -44.5% |
| 1Y | +24.6% | +93.6% | -69.0% | -37.9% |
| 3Y | +112.8% | +170.2% | -57.4% | -25.4% |
| All | -50.0% | +42.1% | -92.1% | -76.7% |
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