-14.5%
TSN vs PENG
+66.2%
-80.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.0% |
| 7D | -1.4% | +34.6% | -36.0% | -1.9% |
| 30D | +10.2% | -35.9% | +46.1% | +11.0% |
| 3M | +7.2% | -14.7% | +21.9% | +7.2% |
| 6M | -10.6% | +13.5% | -24.1% | -12.5% |
| YTD | +3.7% | +156.1% | -152.4% | -3.0% |
| 1Y | +13.5% | +141.3% | -127.9% | +6.4% |
| 3Y | +40.1% | +223.4% | -183.3% | +23.6% |
| 5Y | -14.5% | +67.4% | -81.8% | -24.0% |
| All | -14.5% | +66.2% | -80.6% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling