+175.2%
TTMI vs PENG
+106.3%
+68.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.4% |
| 7D | +12.2% | +7.8% | +4.4% | +8.4% |
| 30D | -5.7% | -12.2% | +6.5% | +0.4% |
| 3M | -27.5% | -20.6% | -6.9% | -22.1% |
| 6M | +47.1% | +180.9% | -133.8% | -13.6% |
| YTD | +87.5% | +162.3% | -74.8% | +10.8% |
| 1Y | +175.2% | +107.3% | +67.9% | +69.3% |
| All | +175.2% | +106.3% | +68.9% | +69.3% |
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