-27.2%
TRU vs PENG
+42.1%
-69.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.4% | -14.5% | -3.7% |
| 7D | +5.7% | -19.4% | +25.2% | +7.8% |
| 30D | +29.2% | -42.4% | +71.6% | +37.3% |
| 3M | +2.7% | -25.6% | +28.3% | +3.6% |
| 6M | +15.2% | +7.3% | +7.9% | +0.2% |
| YTD | -4.9% | +113.9% | -118.7% | -31.5% |
| 1Y | +3.4% | +93.6% | -90.2% | -24.1% |
| 3Y | +63.2% | +170.2% | -107.0% | +0.7% |
| All | -27.2% | +42.1% | -69.3% | -53.1% |
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 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