+45.7%
TSN vs PENG
+222.1%
-176.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.3% | -11.0% | -0.4% |
| 7D | -0.3% | +1.9% | -2.1% | -0.1% |
| 30D | +11.8% | -37.8% | +49.5% | +10.8% |
| 3M | +7.1% | -14.1% | +21.2% | +7.1% |
| 6M | -9.2% | +13.1% | -22.3% | -9.0% |
| YTD | +4.8% | +151.8% | -147.0% | +4.9% |
| 1Y | +11.6% | +136.0% | -124.3% | +11.7% |
| All | +45.7% | +222.1% | -176.4% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling