-31.0%
TRMB vs PENG
+120.5%
-151.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.1% | -8.2% | -17.1% |
| 7D | -15.7% | -20.5% | +4.8% | -15.3% |
| 30D | -7.8% | -20.4% | +12.6% | -7.4% |
| 3M | -9.3% | -16.4% | +7.1% | -9.1% |
| 6M | -20.8% | +49.2% | -70.1% | -29.7% |
| YTD | -30.8% | +147.2% | -177.9% | -46.5% |
| 1Y | -31.0% | +124.7% | -155.7% | -45.1% |
| All | -31.0% | +120.5% | -151.5% | -45.1% |
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