-22.5%
TYL vs PENG
+52.9%
-75.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.0% |
| 7D | +4.3% | -16.1% | +20.4% | +5.0% |
| 30D | +28.0% | -41.5% | +69.4% | +31.5% |
| 3M | +32.3% | -19.1% | +51.4% | +32.0% |
| 6M | +29.9% | +0.9% | +29.0% | +20.8% |
| YTD | -7.1% | +128.2% | -135.3% | -25.3% |
| 1Y | -9.2% | +98.6% | -107.8% | -25.4% |
| 3Y | +0.7% | +188.2% | -187.5% | -30.8% |
| All | -22.5% | +52.9% | -75.3% | -41.2% |
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