+3.3%
TRI vs PENG
+42.1%
-38.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +12.4% | -17.1% | -4.6% |
| 7D | -4.8% | -19.4% | +14.6% | -4.7% |
| 30D | +13.4% | -42.4% | +55.8% | +13.9% |
| 3M | +13.1% | -25.6% | +38.8% | +13.1% |
| 6M | +24.4% | +7.3% | +17.1% | +18.5% |
| YTD | -11.4% | +113.9% | -125.3% | -21.1% |
| 1Y | -15.6% | +93.6% | -109.2% | -24.3% |
| 3Y | -6.5% | +170.2% | -176.7% | -21.6% |
| All | +3.3% | +42.1% | -38.8% | -12.0% |
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