+63.2%
TRU vs PENG
+184.4%
-121.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.4% | -14.5% | -2.9% |
| 7D | +5.7% | -19.4% | +25.2% | +6.8% |
| 30D | +29.2% | -42.4% | +71.6% | +33.9% |
| 3M | +2.7% | -25.6% | +28.3% | +3.0% |
| 6M | +15.2% | +7.3% | +7.9% | +1.6% |
| YTD | -4.9% | +113.9% | -118.7% | -29.6% |
| 1Y | +3.4% | +93.6% | -90.2% | -22.0% |
| 3Y | +63.2% | +170.2% | -107.0% | -2.9% |
| All | +63.2% | +184.4% | -121.2% | -2.9% |
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 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