-30.8%
TSCO vs PENG
+103.2%
-133.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.2% |
| 7D | +6.8% | -16.1% | +22.9% | +6.1% |
| 30D | +11.3% | -41.5% | +52.8% | +9.4% |
| 3M | +9.1% | -19.1% | +28.2% | +8.7% |
| 6M | +24.2% | +0.9% | +23.3% | +23.3% |
| YTD | -23.5% | +128.2% | -151.8% | -27.8% |
| 1Y | -30.8% | +98.6% | -129.3% | -34.0% |
| All | -30.8% | +103.2% | -133.9% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling