+49.4%
PEG vs TXG
+27.0%
+22.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.5% | -0.3% |
| 7D | -0.9% | +9.5% | -10.4% | -1.4% |
| 30D | -3.7% | +18.8% | -22.5% | -4.7% |
| 3M | -7.3% | +136.1% | -143.4% | -12.1% |
| 6M | -10.5% | +235.2% | -245.7% | -17.2% |
| YTD | -7.5% | +320.5% | -328.0% | -15.8% |
| 1Y | -8.7% | +425.2% | -433.9% | -18.5% |
| 3Y | +31.4% | +42.9% | -11.5% | +24.7% |
| 5Y | +37.8% | -62.8% | +100.6% | +37.4% |
| All | +49.4% | +27.0% | +22.4% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling