+80.4%
TPG vs PENG
+57.0%
+23.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -2.9% | +7.8% | -10.7% | -4.5% |
| 30D | +5.0% | -12.2% | +17.2% | +7.5% |
| 3M | +24.9% | -20.6% | +45.5% | +26.4% |
| 6M | +21.1% | +180.9% | -159.9% | -14.5% |
| YTD | -17.3% | +162.3% | -179.5% | -40.6% |
| 1Y | -9.8% | +107.3% | -117.1% | -32.0% |
| 3Y | +95.4% | +110.8% | -15.4% | +31.5% |
| All | +80.4% | +57.0% | +23.4% | +16.4% |
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