+261.5%
TPR vs PENG
+50.3%
+211.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | +12.1% | -16.1% | +28.1% | +13.9% |
| 30D | +16.7% | -41.5% | +58.2% | +24.7% |
| 3M | -17.4% | -19.1% | +1.7% | -17.6% |
| 6M | +2.3% | +0.9% | +1.4% | -8.4% |
| YTD | +7.1% | +128.2% | -121.1% | -22.7% |
| 1Y | +29.5% | +98.6% | -69.1% | -3.6% |
| 3Y | +415.0% | +188.2% | +226.9% | +224.4% |
| 5Y | +261.5% | +55.5% | +206.0% | +130.9% |
| All | +261.5% | +50.3% | +211.2% | +130.9% |
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