+405.4%
TXG vs PENG
+120.5%
+284.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.1% | +12.5% | +5.4% |
| 7D | -19.3% | -20.5% | +1.2% | -15.4% |
| 30D | -30.9% | -20.4% | -10.6% | -28.4% |
| 3M | +41.1% | -16.4% | +57.5% | +43.5% |
| 6M | +211.9% | +49.2% | +162.6% | +155.4% |
| YTD | +314.0% | +147.2% | +166.8% | +172.1% |
| 1Y | +405.4% | +124.7% | +280.7% | +243.2% |
| All | +405.4% | +120.5% | +284.9% | +243.2% |
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 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