+283.3%
TSCO vs PENG
+762.7%
-479.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +0.6% |
| 7D | +0.8% | +4.5% | -3.8% | +0.4% |
| 30D | +5.5% | -7.1% | +12.6% | +5.9% |
| 3M | +20.0% | -27.3% | +47.2% | +21.3% |
| 6M | -29.8% | +169.6% | -199.4% | -38.5% |
| YTD | -28.7% | +164.6% | -193.3% | -37.5% |
| 1Y | -40.9% | +109.5% | -150.4% | -47.3% |
| 3Y | -15.9% | +98.9% | -114.9% | -28.0% |
| 5Y | -3.5% | +116.3% | -119.7% | -20.1% |
| All | +283.3% | +762.7% | -479.3% | +203.1% |
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