+157.9%
TRV vs PENG
+115.2%
+42.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.8% | -1.4% |
| 7D | -0.1% | +4.5% | -4.7% | -0.2% |
| 30D | -3.4% | -7.1% | +3.7% | -3.4% |
| 3M | +26.4% | -27.3% | +53.7% | +26.6% |
| 6M | +19.3% | +169.6% | -150.3% | +14.6% |
| YTD | +28.3% | +164.6% | -136.3% | +23.3% |
| 1Y | +34.3% | +109.5% | -75.2% | +29.8% |
| 3Y | +140.1% | +98.9% | +41.2% | +128.2% |
| All | +157.9% | +115.2% | +42.7% | +141.5% |
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