+172.2%
TTD vs PENG
+755.0%
-582.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.6% |
| 7D | +1.7% | +7.8% | -6.1% | -0.5% |
| 30D | +1.6% | -12.2% | +13.8% | +4.7% |
| 3M | -27.8% | -20.6% | -7.2% | -27.8% |
| 6M | -52.1% | +180.9% | -233.1% | -69.5% |
| YTD | -63.1% | +162.3% | -225.3% | -76.1% |
| 1Y | -73.1% | +107.3% | -180.3% | -81.6% |
| 3Y | -83.3% | +110.8% | -194.1% | -90.2% |
| 5Y | -80.6% | +117.8% | -198.4% | -88.9% |
| All | +172.2% | +755.0% | -582.8% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling