+12.1%
TSN vs PENG
+130.4%
-118.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.7% | -1.0% |
| 7D | -1.4% | +13.2% | -14.7% | -0.8% |
| 30D | +8.5% | -29.9% | +38.4% | +7.2% |
| 3M | +5.3% | -22.2% | +27.5% | +4.8% |
| 6M | -10.5% | -1.9% | -8.6% | -10.5% |
| YTD | +3.0% | +142.1% | -139.2% | +1.3% |
| 1Y | +12.1% | +151.5% | -139.4% | +10.3% |
| All | +12.1% | +130.4% | -118.2% | +10.3% |
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