+258.4%
TPR vs PENG
+31.0%
+227.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -23.0% | +30.1% | +10.4% |
| 7D | +13.9% | -36.7% | +50.5% | +20.6% |
| 30D | +14.9% | -42.0% | +57.0% | +22.3% |
| 3M | -15.4% | -33.2% | +17.8% | -13.1% |
| 6M | -4.5% | +2.1% | -6.6% | -16.1% |
| YTD | +6.0% | +90.3% | -84.3% | -21.3% |
| 1Y | +24.3% | +67.7% | -43.3% | -5.0% |
| 3Y | +412.8% | +154.2% | +258.6% | +227.1% |
| 5Y | +258.4% | +28.3% | +230.1% | +137.9% |
| All | +258.4% | +31.0% | +227.4% | +137.9% |
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