+299.4%
TPR vs PENG
+101.4%
+198.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -0.7% |
| 7D | -2.3% | +4.5% | -6.8% | -2.8% |
| 30D | -23.0% | -7.1% | -15.9% | -22.7% |
| 3M | -12.5% | -27.3% | +14.8% | -11.3% |
| 6M | -21.4% | +169.6% | -191.0% | -37.6% |
| YTD | -3.5% | +164.6% | -168.1% | -23.5% |
| 1Y | +17.4% | +109.5% | -92.1% | -3.8% |
| All | +299.4% | +101.4% | +198.0% | +206.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling