-40.7%
TRI vs PENG
+106.3%
-146.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.6% |
| 7D | -7.1% | +7.8% | -14.9% | -6.4% |
| 30D | -2.3% | -12.2% | +9.9% | -3.3% |
| 3M | +19.6% | -20.6% | +40.2% | +18.9% |
| 6M | -8.7% | +180.9% | -189.6% | -18.1% |
| YTD | -22.3% | +162.3% | -184.5% | -29.5% |
| 1Y | -40.7% | +107.3% | -147.9% | -45.3% |
| All | -40.7% | +106.3% | -146.9% | -45.3% |
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 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