+145.9%
TYL vs PENG
+597.2%
-451.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.4% | -14.7% | -3.3% |
| 7D | +6.7% | -19.4% | +26.1% | +8.0% |
| 30D | +26.5% | -42.4% | +68.9% | +31.4% |
| 3M | +37.3% | -25.6% | +62.9% | +38.2% |
| 6M | +31.2% | +7.3% | +23.9% | +21.4% |
| YTD | -7.4% | +113.9% | -121.2% | -22.8% |
| 1Y | -9.6% | +93.6% | -103.1% | -23.8% |
| 3Y | +1.9% | +170.2% | -168.3% | -22.7% |
| 5Y | -21.1% | +44.2% | -65.3% | -37.3% |
| All | +145.9% | +597.2% | -451.2% | +58.6% |
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 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