+86.6%
TPG vs PENG
+58.4%
+28.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -2.4% |
| 7D | -2.4% | +4.5% | -7.0% | -3.4% |
| 30D | +11.1% | -7.1% | +18.2% | +12.3% |
| 3M | +26.3% | -27.3% | +53.5% | +30.0% |
| 6M | +18.3% | +169.6% | -151.2% | -15.4% |
| YTD | -14.4% | +164.6% | -179.1% | -38.7% |
| 1Y | -6.7% | +109.5% | -116.2% | -29.9% |
| 3Y | +111.5% | +98.9% | +12.5% | +45.7% |
| All | +86.6% | +58.4% | +28.2% | +20.2% |
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