+370.9%
TXG vs PENG
+106.3%
+264.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +4.9% |
| 7D | +9.4% | +7.8% | +1.6% | +7.7% |
| 30D | +26.1% | -12.2% | +38.3% | +28.4% |
| 3M | +124.8% | -20.6% | +145.4% | +128.1% |
| 6M | +215.2% | +180.9% | +34.3% | +113.6% |
| YTD | +302.2% | +162.3% | +139.9% | +174.0% |
| 1Y | +370.9% | +107.3% | +263.7% | +231.1% |
| All | +370.9% | +106.3% | +264.7% | +231.1% |
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