+147.5%
TYL vs PENG
+705.8%
-558.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -9.1% | +13.8% | +5.5% |
| 7D | +17.3% | -20.5% | +37.7% | +19.3% |
| 30D | +28.9% | -20.4% | +49.3% | +30.4% |
| 3M | +35.1% | -16.4% | +51.5% | +35.2% |
| 6M | +29.3% | +49.2% | -19.9% | +15.6% |
| YTD | -6.8% | +147.2% | -154.0% | -23.0% |
| 1Y | -9.9% | +124.7% | -134.6% | -24.8% |
| 3Y | +1.7% | +230.3% | -228.6% | -24.2% |
| 5Y | -21.6% | +71.4% | -93.0% | -38.4% |
| All | +147.5% | +705.8% | -558.4% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling