+363.3%
TTMI vs PENG
+661.7%
-298.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +9.3% | +4.0% | +10.4% |
| 7D | -1.6% | -3.8% | +2.2% | -0.2% |
| 30D | -37.7% | -40.1% | +2.3% | -26.6% |
| 3M | -45.1% | -21.8% | -23.3% | -40.4% |
| 6M | -52.1% | +3.3% | -55.4% | -52.7% |
| YTD | +9.2% | +133.6% | -124.5% | -14.0% |
| 1Y | +12.9% | +110.7% | -97.8% | -8.5% |
| 3Y | +445.5% | +204.3% | +241.2% | +285.7% |
| 5Y | +427.9% | +54.4% | +373.5% | +304.0% |
| All | +363.3% | +661.7% | -298.4% | +153.2% |
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