-9.6%
TYL vs PENG
+88.9%
-98.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.4% | -14.7% | -0.7% |
| 7D | +6.7% | -19.4% | +26.1% | +4.5% |
| 30D | +26.5% | -42.4% | +68.9% | +19.9% |
| 3M | +37.3% | -25.6% | +62.9% | +35.0% |
| 6M | +31.2% | +7.3% | +23.9% | +27.5% |
| YTD | -7.4% | +113.9% | -121.2% | -14.5% |
| 1Y | -9.6% | +93.6% | -103.1% | -16.7% |
| All | -9.6% | +88.9% | -98.5% | -16.7% |
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