+144.5%
TYL vs PENG
+661.7%
-517.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.3% | -9.8% | -1.3% |
| 7D | +3.5% | -3.8% | +7.3% | +3.3% |
| 30D | +26.9% | -40.1% | +67.0% | +31.4% |
| 3M | +33.8% | -21.8% | +55.6% | +34.2% |
| 6M | +28.8% | +3.3% | +25.5% | +20.5% |
| YTD | -7.9% | +133.6% | -141.5% | -23.8% |
| 1Y | -9.8% | +110.7% | -120.5% | -24.5% |
| 3Y | +1.2% | +204.3% | -203.1% | -24.2% |
| 5Y | -22.8% | +54.4% | -77.2% | -39.0% |
| All | +144.5% | +661.7% | -517.1% | +56.5% |
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