+32.6%
TRMB vs PENG
+191.6%
-159.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.3% | -8.2% | 0.0% |
| 7D | -17.0% | -3.8% | -13.2% | -16.8% |
| 30D | -9.0% | -40.1% | +31.1% | -4.4% |
| 3M | -8.1% | -21.8% | +13.7% | -7.1% |
| 6M | -10.1% | +3.3% | -13.4% | -17.5% |
| YTD | -30.2% | +133.6% | -163.9% | -47.7% |
| 1Y | -30.7% | +110.7% | -141.4% | -47.0% |
| 3Y | +32.6% | +204.3% | -171.6% | -19.2% |
| All | +32.6% | +191.6% | -159.0% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling