-64.7%
TTD vs PENG
+136.5%
-201.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.2% |
| 7D | +20.8% | +34.6% | -13.8% | +20.3% |
| 30D | +27.1% | -35.9% | +63.0% | +26.3% |
| 3M | +14.7% | -14.7% | +29.4% | +14.1% |
| 6M | -26.8% | +13.5% | -40.3% | -32.2% |
| YTD | -59.2% | +156.1% | -215.4% | -68.2% |
| 1Y | -64.7% | +141.3% | -206.0% | -72.3% |
| All | -64.7% | +136.5% | -201.2% | -72.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling