+36.1%
TPR vs PENG
+88.9%
-52.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.4% | -13.4% | -0.8% |
| 7D | +14.2% | -19.4% | +33.6% | +14.1% |
| 30D | +17.1% | -42.4% | +59.5% | +17.5% |
| 3M | -17.7% | -25.6% | +7.9% | -18.1% |
| 6M | -10.2% | +7.3% | -17.5% | -19.5% |
| YTD | +4.9% | +113.9% | -108.9% | -19.9% |
| 1Y | +36.1% | +93.6% | -57.4% | +6.1% |
| All | +36.1% | +88.9% | -52.8% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling