+75.8%
TPG vs PENG
+50.7%
+25.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -1.5% |
| 7D | -1.1% | +1.9% | -2.9% | -2.1% |
| 30D | +10.0% | -37.8% | +47.7% | +18.6% |
| 3M | -0.9% | -14.1% | +13.2% | -1.2% |
| 6M | +15.1% | +13.1% | +1.9% | +1.4% |
| YTD | -19.4% | +151.8% | -171.2% | -43.5% |
| 1Y | -9.0% | +136.0% | -144.9% | -35.3% |
| 3Y | +76.2% | +217.9% | -141.7% | +7.2% |
| All | +75.8% | +50.7% | +25.1% | +10.9% |
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 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