+19.4%
TXG vs PENG
+101.4%
-82.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -2.3% |
| 7D | +1.8% | +4.5% | -2.7% | +0.8% |
| 30D | +32.0% | -7.1% | +39.1% | +33.2% |
| 3M | +87.0% | -27.3% | +114.3% | +94.0% |
| 6M | +180.1% | +169.6% | +10.5% | +105.5% |
| YTD | +284.1% | +164.6% | +119.5% | +181.3% |
| 1Y | +361.7% | +109.5% | +252.2% | +254.6% |
| All | +19.4% | +101.4% | -82.0% | -18.7% |
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