-27.8%
TRMB vs PENG
+130.4%
-158.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.1% | -0.2% |
| 7D | +2.8% | +13.2% | -10.4% | +2.5% |
| 30D | -5.9% | -29.9% | +24.1% | -5.7% |
| 3M | -3.3% | -22.2% | +18.9% | -3.2% |
| 6M | +1.3% | -1.9% | +3.2% | -2.8% |
| YTD | -29.0% | +142.1% | -171.1% | -43.3% |
| 1Y | -27.8% | +151.5% | -179.3% | -43.1% |
| All | -27.8% | +130.4% | -158.1% | -43.1% |
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