+0.7%
TRU vs PENG
+108.8%
-108.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.4% | -12.4% | -6.6% |
| 7D | -6.8% | +4.5% | -11.3% | -7.3% |
| 30D | 0.0% | -7.1% | +7.1% | +0.5% |
| 3M | +13.3% | -27.3% | +40.6% | +14.7% |
| 6M | +3.4% | +169.6% | -166.1% | -20.3% |
| YTD | -6.4% | +164.6% | -171.0% | -28.0% |
| 1Y | -9.7% | +109.5% | -119.2% | -28.1% |
| All | +0.7% | +108.8% | -108.1% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling