+51.6%
TRMB vs PENG
+597.2%
-545.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.4% | -11.5% | -1.4% |
| 7D | -16.7% | -19.4% | +2.8% | -13.9% |
| 30D | -9.9% | -42.4% | +32.5% | -1.7% |
| 3M | -7.6% | -25.6% | +18.1% | -5.1% |
| 6M | -14.7% | +7.3% | -22.0% | -23.5% |
| YTD | -30.9% | +113.9% | -144.8% | -48.1% |
| 1Y | -31.3% | +93.6% | -124.9% | -47.3% |
| 3Y | +29.4% | +170.2% | -140.8% | -13.4% |
| 5Y | -37.4% | +44.2% | -81.5% | -55.0% |
| All | +51.6% | +597.2% | -545.6% | -14.2% |
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 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