+73.1%
TPG vs PENG
+44.9%
+28.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +1.4% |
| 7D | +5.0% | +13.2% | -8.2% | +2.4% |
| 30D | +15.7% | -29.9% | +45.6% | +21.8% |
| 3M | -10.6% | -22.2% | +11.6% | -9.1% |
| 6M | +15.9% | -1.9% | +17.8% | +5.9% |
| YTD | -20.6% | +142.1% | -162.8% | -44.0% |
| 1Y | -11.8% | +151.5% | -163.3% | -38.4% |
| 3Y | +71.6% | +206.9% | -135.4% | +5.0% |
| All | +73.1% | +44.9% | +28.1% | +9.9% |
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 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