+344.2%
TTMI vs PENG
+644.0%
-299.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.4% |
| 7D | -11.5% | -16.1% | +4.6% | -6.4% |
| 30D | -40.3% | -41.5% | +1.2% | -29.1% |
| 3M | -44.5% | -19.1% | -25.4% | -40.3% |
| 6M | -54.1% | +0.9% | -55.0% | -54.3% |
| YTD | +4.7% | +128.2% | -123.5% | -16.9% |
| 1Y | +3.3% | +98.6% | -95.2% | -14.9% |
| 3Y | +407.2% | +188.2% | +219.0% | +264.0% |
| 5Y | +406.5% | +55.5% | +351.0% | +287.9% |
| All | +344.2% | +644.0% | -299.8% | +144.7% |
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