+211.3%
TRI vs PENG
+597.2%
-385.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +12.4% | -17.1% | -5.1% |
| 7D | -4.8% | -19.4% | +14.6% | -4.3% |
| 30D | +13.4% | -42.4% | +55.8% | +15.5% |
| 3M | +13.1% | -25.6% | +38.8% | +13.4% |
| 6M | +24.4% | +7.3% | +17.1% | +18.7% |
| YTD | -11.4% | +113.9% | -125.3% | -20.7% |
| 1Y | -15.6% | +93.6% | -109.2% | -23.9% |
| 3Y | -6.5% | +170.2% | -176.7% | -20.3% |
| 5Y | +5.3% | +44.2% | -38.9% | -8.5% |
| All | +211.3% | +597.2% | -385.9% | +142.3% |
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