+69.0%
TPG vs PENG
+56.6%
+12.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | +0.5% |
| 7D | -9.4% | -1.2% | -8.3% | -9.2% |
| 30D | -5.3% | -12.9% | +7.6% | -2.8% |
| 3M | +12.9% | -20.5% | +33.4% | +14.4% |
| 6M | +20.1% | +176.8% | -156.8% | -14.8% |
| YTD | -22.5% | +161.6% | -184.0% | -44.4% |
| 1Y | -19.7% | +95.6% | -115.3% | -38.5% |
| 3Y | +81.2% | +111.9% | -30.7% | +21.6% |
| All | +69.0% | +56.6% | +12.4% | +9.1% |
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 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