+100.5%
TRU vs PENG
+689.3%
-588.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.9% |
| 7D | 0.0% | +13.2% | -13.2% | -1.9% |
| 30D | +21.3% | -29.9% | +51.2% | +25.5% |
| 3M | +0.2% | -22.2% | +22.5% | +0.8% |
| 6M | +22.4% | -1.9% | +24.3% | +12.6% |
| YTD | -4.8% | +142.1% | -147.0% | -28.0% |
| 1Y | -0.2% | +151.5% | -151.7% | -25.2% |
| 3Y | +57.9% | +206.9% | -149.0% | +8.2% |
| 5Y | -26.1% | +58.2% | -84.4% | -46.3% |
| All | +100.5% | +689.3% | -588.9% | +19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling