+192.2%
TRI vs PENG
+762.7%
-570.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.4% | -11.9% | -5.8% |
| 7D | -0.5% | +4.5% | -5.1% | -0.8% |
| 30D | +7.9% | -7.1% | +15.0% | +8.1% |
| 3M | +24.1% | -27.3% | +51.3% | +24.7% |
| 6M | +3.8% | +169.6% | -165.8% | -7.1% |
| YTD | -16.9% | +164.6% | -181.5% | -25.5% |
| 1Y | -38.4% | +109.5% | -147.9% | -44.0% |
| 3Y | -12.2% | +98.9% | -111.1% | -22.8% |
| 5Y | -1.8% | +116.3% | -118.0% | -16.1% |
| All | +192.2% | +762.7% | -570.5% | +127.5% |
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