+50.3%
TRMB vs PENG
+520.3%
-470.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -23.0% | +21.9% | +3.2% |
| 7D | -17.9% | -36.7% | +18.8% | -11.2% |
| 30D | -12.0% | -42.0% | +30.0% | -4.2% |
| 3M | -8.4% | -33.2% | +24.8% | -3.9% |
| 6M | -21.5% | +2.1% | -23.7% | -29.2% |
| YTD | -31.5% | +90.3% | -121.8% | -47.3% |
| 1Y | -33.4% | +67.7% | -101.1% | -47.4% |
| 3Y | +26.5% | +154.2% | -127.8% | -14.5% |
| 5Y | -37.9% | +28.3% | -66.2% | -54.3% |
| All | +50.3% | +520.3% | -470.0% | -12.9% |
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