-11.9%
TRI vs PENG
+108.8%
-120.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.4% | -11.9% | -5.3% |
| 7D | -0.5% | +4.5% | -5.1% | -0.4% |
| 30D | +7.9% | -7.1% | +15.0% | +7.8% |
| 3M | +24.1% | -27.3% | +51.3% | +24.3% |
| 6M | +3.8% | +169.6% | -165.8% | -3.8% |
| YTD | -16.9% | +164.6% | -181.5% | -22.9% |
| 1Y | -38.4% | +109.5% | -147.9% | -42.4% |
| All | -11.9% | +108.8% | -120.7% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling