-82.3%
TTD vs PENG
+101.4%
-183.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.4% | -10.8% | -5.1% |
| 7D | +6.3% | +4.5% | +1.8% | +5.7% |
| 30D | -23.9% | -7.1% | -16.8% | -23.5% |
| 3M | -31.4% | -27.3% | -4.1% | -30.2% |
| 6M | -42.7% | +169.6% | -212.3% | -55.4% |
| YTD | -62.0% | +164.6% | -226.6% | -70.5% |
| 1Y | -72.2% | +109.5% | -181.7% | -77.7% |
| All | -82.3% | +101.4% | -183.7% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling