-0.2%
TRU vs PENG
+130.4%
-130.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | -0.2% |
| 7D | 0.0% | +13.2% | -13.2% | +0.9% |
| 30D | +21.3% | -29.9% | +51.2% | +19.9% |
| 3M | +0.2% | -22.2% | +22.5% | -0.3% |
| 6M | +22.4% | -1.9% | +24.3% | +16.2% |
| YTD | -4.8% | +142.1% | -147.0% | -25.5% |
| 1Y | -0.2% | +151.5% | -151.7% | -22.0% |
| All | -0.2% | +130.4% | -130.5% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling