-82.6%
TTD vs PENG
+50.3%
-132.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +3.8% |
| 7D | +19.9% | -16.1% | +36.0% | +23.6% |
| 30D | +27.6% | -41.5% | +69.1% | +41.1% |
| 3M | +15.2% | -19.1% | +34.3% | +15.9% |
| 6M | -33.2% | +0.9% | -34.1% | -42.6% |
| YTD | -59.4% | +128.2% | -187.6% | -74.4% |
| 1Y | -64.4% | +98.6% | -162.9% | -76.5% |
| 3Y | -75.9% | +188.2% | -264.1% | -88.4% |
| 5Y | -82.6% | +55.5% | -138.1% | -90.0% |
| All | -82.6% | +50.3% | -132.9% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling