+38.0%
PEG vs TXG
-64.0%
+102.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -0.9% | +5.0% | -5.9% | -1.1% |
| 30D | -2.8% | +13.5% | -16.3% | -3.4% |
| 3M | -6.9% | +128.0% | -135.0% | -11.0% |
| 6M | -11.4% | +224.4% | -235.8% | -17.1% |
| YTD | -7.4% | +307.0% | -314.4% | -14.6% |
| 1Y | -8.3% | +427.2% | -435.5% | -17.0% |
| 3Y | +31.5% | +40.2% | -8.6% | +25.9% |
| 5Y | +38.0% | -64.0% | +102.0% | +26.7% |
| All | +38.0% | -64.0% | +102.0% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling