+77.9%
TRGP vs PENG
+118.5%
-40.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.2% |
| 7D | +0.8% | +4.5% | -3.8% | +0.7% |
| 30D | +11.5% | -7.1% | +18.6% | +11.4% |
| 3M | +9.0% | -27.3% | +36.3% | +9.2% |
| 6M | +20.5% | +169.6% | -149.1% | +18.9% |
| YTD | +59.5% | +164.6% | -105.1% | +57.2% |
| 1Y | +77.9% | +109.5% | -31.6% | +68.4% |
| All | +77.9% | +118.5% | -40.6% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling