+1,673.6%
TQQQ vs PENG
+762.7%
+910.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -6.0% | -3.1% |
| 7D | +0.7% | +4.5% | -3.8% | -1.8% |
| 30D | -0.6% | -7.1% | +6.5% | +2.5% |
| 3M | -14.9% | -27.3% | +12.4% | -4.2% |
| 6M | +44.6% | +169.6% | -125.0% | -24.6% |
| YTD | +37.8% | +164.6% | -126.8% | -28.5% |
| 1Y | +59.2% | +109.5% | -50.3% | -7.7% |
| 3Y | +254.1% | +98.9% | +155.2% | +82.3% |
| 5Y | +100.6% | +116.3% | -15.7% | +2.3% |
| All | +1,673.6% | +762.7% | +910.9% | +481.6% |
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