+31.7%
TSN vs PENG
+597.2%
-565.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.4% | -13.1% | -1.6% |
| 7D | +4.6% | -19.4% | +24.1% | +5.8% |
| 30D | +15.4% | -42.4% | +57.8% | +19.2% |
| 3M | +2.9% | -25.6% | +28.5% | +3.8% |
| 6M | -10.8% | +7.3% | -18.1% | -14.9% |
| YTD | +4.5% | +113.9% | -109.4% | -7.6% |
| 1Y | +19.5% | +93.6% | -74.1% | +6.5% |
| 3Y | +42.2% | +170.2% | -128.0% | +16.7% |
| 5Y | -14.2% | +44.2% | -58.4% | -27.5% |
| All | +31.7% | +597.2% | -565.5% | -12.7% |
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