+765.9%
TRGP vs PENG
+689.3%
+76.5%
-90.8%
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 | +12.4% | +13.2% | -0.8% | +9.7% |
| 30D | +2.6% | -29.9% | +32.5% | +8.0% |
| 3M | +11.9% | -22.2% | +34.1% | +13.9% |
| 6M | +13.9% | -1.9% | +15.8% | +5.9% |
| YTD | +64.2% | +142.1% | -77.9% | +22.7% |
| 1Y | +78.5% | +151.5% | -73.0% | +32.0% |
| 3Y | +272.9% | +206.9% | +66.0% | +141.1% |
| 5Y | +510.7% | +58.2% | +452.5% | +325.0% |
| All | +765.9% | +689.3% | +76.5% | +354.0% |
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