+286.6%
TSCO vs PENG
+755.0%
-468.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.9% |
| 7D | +1.7% | +7.8% | -6.1% | +1.0% |
| 30D | +2.8% | -12.2% | +15.0% | +3.7% |
| 3M | +17.9% | -20.6% | +38.5% | +18.4% |
| 6M | -28.6% | +180.9% | -209.5% | -37.7% |
| YTD | -28.0% | +162.3% | -190.3% | -37.0% |
| 1Y | -39.9% | +107.3% | -147.1% | -46.3% |
| 3Y | -14.0% | +110.8% | -124.8% | -26.9% |
| 5Y | -2.9% | +117.8% | -120.7% | -19.7% |
| All | +286.6% | +755.0% | -468.4% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling