+266.6%
TRV vs PENG
+751.0%
-484.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.2% | +7.3% | -7.1% | -0.3% |
| 30D | -2.3% | -7.5% | +5.1% | -2.0% |
| 3M | +22.7% | -17.2% | +39.9% | +22.6% |
| 6M | +21.9% | +176.7% | -154.8% | +9.7% |
| YTD | +27.5% | +161.0% | -133.6% | +14.9% |
| 1Y | +36.2% | +108.8% | -72.6% | +24.6% |
| 3Y | +140.6% | +109.8% | +30.8% | +110.5% |
| 5Y | +154.5% | +111.7% | +42.8% | +116.3% |
| All | +266.6% | +751.0% | -484.4% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling