+670.5%
TRGP vs PENG
+597.2%
+73.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +12.4% | -15.0% | -4.9% |
| 7D | -16.0% | -19.4% | +3.4% | -13.2% |
| 30D | -6.4% | -42.4% | +35.9% | +2.0% |
| 3M | -1.0% | -25.6% | +24.7% | +1.6% |
| 6M | +7.0% | +7.3% | -0.3% | -2.9% |
| YTD | +46.1% | +113.9% | -67.7% | +11.8% |
| 1Y | +58.7% | +93.6% | -34.9% | +23.7% |
| 3Y | +221.9% | +170.2% | +51.7% | +113.3% |
| 5Y | +419.9% | +44.2% | +375.7% | +267.4% |
| All | +670.5% | +597.2% | +73.4% | +313.9% |
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 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