+366.4%
TTMI vs PENG
+42.1%
+324.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +12.4% | -5.5% | +2.1% |
| 7D | -19.8% | -19.4% | -0.4% | -12.9% |
| 30D | -48.1% | -42.4% | -5.7% | -35.8% |
| 3M | -51.2% | -25.6% | -25.6% | -45.2% |
| 6M | -59.6% | +7.3% | -66.9% | -60.8% |
| YTD | -3.6% | +113.9% | -117.5% | -25.6% |
| 1Y | -2.3% | +93.6% | -95.9% | -22.3% |
| 3Y | +369.4% | +170.2% | +199.2% | +221.6% |
| All | +366.4% | +42.1% | +324.3% | +221.6% |
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 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