+13.4%
TSN vs PENG
+762.7%
-749.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -1.2% |
| 7D | -6.3% | +4.5% | -10.9% | -6.7% |
| 30D | -10.8% | -7.1% | -3.7% | -10.4% |
| 3M | -8.8% | -27.3% | +18.5% | -7.9% |
| 6M | -16.8% | +169.6% | -186.4% | -26.7% |
| YTD | -10.0% | +164.6% | -174.6% | -20.7% |
| 1Y | -5.3% | +109.5% | -114.7% | -15.0% |
| 3Y | +8.5% | +98.9% | -90.4% | -7.2% |
| 5Y | -22.9% | +116.3% | -139.2% | -37.0% |
| All | +13.4% | +762.7% | -749.2% | -25.1% |
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