+151.7%
TYL vs PENG
+520.3%
-368.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -23.0% | +24.7% | +3.6% |
| 7D | +15.1% | -36.7% | +51.8% | +19.0% |
| 30D | +30.1% | -42.0% | +72.1% | +34.8% |
| 3M | +40.4% | -33.2% | +73.6% | +42.7% |
| 6M | +31.3% | +2.1% | +29.2% | +21.7% |
| YTD | -5.2% | +90.3% | -95.5% | -20.2% |
| 1Y | -6.6% | +67.7% | -74.3% | -20.2% |
| 3Y | +3.4% | +154.2% | -150.8% | -21.4% |
| 5Y | -19.3% | +28.3% | -47.6% | -35.2% |
| All | +151.7% | +520.3% | -368.7% | +64.0% |
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