-22.0%
TSN vs PENG
+115.2%
-137.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -0.8% |
| 7D | -6.3% | +4.5% | -10.9% | -6.4% |
| 30D | -10.8% | -7.1% | -3.7% | -10.7% |
| 3M | -8.8% | -27.3% | +18.5% | -8.4% |
| 6M | -16.8% | +169.6% | -186.4% | -21.8% |
| YTD | -10.0% | +164.6% | -174.6% | -15.5% |
| 1Y | -5.3% | +109.5% | -114.7% | -10.1% |
| 3Y | +8.5% | +98.9% | -90.4% | +0.2% |
| All | -22.0% | +115.2% | -137.2% | -31.2% |
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 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