+296.3%
TRV vs PENG
+597.2%
-300.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.4% | -14.3% | -2.6% |
| 7D | -0.3% | -19.4% | +19.2% | +0.6% |
| 30D | +9.6% | -42.4% | +52.0% | +12.4% |
| 3M | +2.7% | -25.6% | +28.4% | +3.4% |
| 6M | +32.0% | +7.3% | +24.8% | +26.9% |
| YTD | +37.8% | +113.9% | -76.1% | +24.5% |
| 1Y | +45.2% | +93.6% | -48.3% | +32.1% |
| 3Y | +145.3% | +170.2% | -25.0% | +109.3% |
| 5Y | +172.3% | +44.2% | +128.1% | +137.6% |
| All | +296.3% | +597.2% | -300.9% | +201.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling