-36.0%
TRU vs PENG
+107.7%
-143.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -7.2% | +7.8% | -15.0% | -8.4% |
| 30D | -2.8% | -12.2% | +9.4% | -1.2% |
| 3M | +13.0% | -20.6% | +33.6% | +12.9% |
| 6M | +0.7% | +180.9% | -180.3% | -27.9% |
| YTD | -9.0% | +162.3% | -171.3% | -34.2% |
| 1Y | -16.3% | +107.3% | -123.6% | -36.8% |
| 3Y | -1.1% | +110.8% | -111.8% | -33.3% |
| 5Y | -36.0% | +117.8% | -153.8% | -59.5% |
| All | -36.0% | +107.7% | -143.7% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling