+240.5%
TPR vs PENG
+762.7%
-522.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -1.3% |
| 7D | -2.3% | +4.5% | -6.8% | -3.2% |
| 30D | -23.0% | -7.1% | -15.9% | -22.4% |
| 3M | -12.5% | -27.3% | +14.8% | -10.8% |
| 6M | -21.4% | +169.6% | -191.0% | -41.9% |
| YTD | -3.5% | +164.6% | -168.1% | -28.8% |
| 1Y | +17.4% | +109.5% | -92.1% | -9.4% |
| 3Y | +291.3% | +98.9% | +192.3% | +178.1% |
| 5Y | +241.9% | +116.3% | +125.7% | +129.3% |
| All | +240.5% | +762.7% | -522.2% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling