-39.8%
TRMB vs PENG
+26.4%
-66.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -23.0% | +21.9% | +2.8% |
| 7D | -17.9% | -36.7% | +18.8% | -11.8% |
| 30D | -12.0% | -42.0% | +30.0% | -4.8% |
| 3M | -8.4% | -33.2% | +24.8% | -4.3% |
| 6M | -21.5% | +2.1% | -23.7% | -30.6% |
| YTD | -31.5% | +90.3% | -121.8% | -49.4% |
| 1Y | -33.4% | +67.7% | -101.1% | -49.3% |
| 3Y | +26.5% | +154.2% | -127.8% | -21.5% |
| All | -39.8% | +26.4% | -66.3% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling