+309.8%
TSCO vs PENG
+661.7%
-351.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.3% | -6.4% | +2.2% |
| 7D | +5.9% | -3.8% | +9.7% | +5.7% |
| 30D | +11.0% | -40.1% | +51.1% | +14.5% |
| 3M | +9.0% | -21.8% | +30.8% | +9.5% |
| 6M | +23.9% | +3.3% | +20.5% | +18.7% |
| YTD | -23.7% | +133.6% | -157.4% | -33.4% |
| 1Y | -29.4% | +110.7% | -140.1% | -37.8% |
| 3Y | +1.6% | +204.3% | -202.7% | -16.7% |
| 5Y | -7.1% | +54.4% | -61.5% | -21.5% |
| All | +309.8% | +661.7% | -351.9% | +223.1% |
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