+12.4%
TXG vs PENG
+162.9%
-150.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.4% | -10.3% | -1.6% |
| 7D | -15.4% | -19.4% | +4.0% | -10.2% |
| 30D | -22.1% | -42.4% | +20.3% | -9.2% |
| 3M | +30.0% | -25.6% | +55.6% | +37.5% |
| 6M | +160.7% | +7.3% | +153.4% | +131.5% |
| YTD | +263.5% | +113.9% | +149.6% | +154.0% |
| 1Y | +356.0% | +93.6% | +262.4% | +227.7% |
| 3Y | +53.4% | +170.2% | -116.8% | -9.9% |
| 5Y | -66.7% | +44.2% | -110.9% | -78.4% |
| All | +12.4% | +162.9% | -150.5% | -40.1% |
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 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