-20.8%
TNA vs PENG
+115.2%
-136.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -2.7% |
| 7D | -0.1% | +4.5% | -4.6% | -2.6% |
| 30D | -4.9% | -7.1% | +2.2% | -2.0% |
| 3M | +0.4% | -27.3% | +27.6% | +8.1% |
| 6M | +32.5% | +169.6% | -137.0% | -39.4% |
| YTD | +53.7% | +164.6% | -110.9% | -29.9% |
| 1Y | +65.1% | +109.5% | -44.4% | -14.4% |
| 3Y | +98.4% | +98.9% | -0.5% | -13.2% |
| All | -20.8% | +115.2% | -136.0% | -61.9% |
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