-8.3%
PEG vs TXT
+4.6%
-12.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +1.5% | -0.8% | +2.3% | +1.5% |
| 30D | +5.0% | +13.4% | -8.4% | +3.4% |
| 3M | -0.3% | -2.5% | +2.2% | -0.3% |
| 6M | -2.7% | -6.2% | +3.5% | -2.4% |
| YTD | -5.1% | -1.3% | -3.7% | -6.3% |
| 1Y | -8.3% | +4.3% | -12.6% | -11.2% |
| All | -8.3% | +4.6% | -12.9% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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