+256.3%
TRGP vs PENG
+101.4%
+154.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.5% |
| 7D | +0.8% | +4.5% | -3.8% | +0.5% |
| 30D | +11.5% | -7.1% | +18.6% | +11.7% |
| 3M | +9.0% | -27.3% | +36.3% | +9.9% |
| 6M | +20.5% | +169.6% | -149.1% | +10.6% |
| YTD | +59.5% | +164.6% | -105.1% | +46.3% |
| 1Y | +77.9% | +109.5% | -31.6% | +65.3% |
| All | +256.3% | +101.4% | +154.9% | +226.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling