+40.8%
PEG vs TXT
+14.4%
+26.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.8% |
| 7D | +2.6% | -1.1% | +3.6% | +2.8% |
| 30D | +3.3% | +17.1% | -13.8% | -0.2% |
| 3M | +1.1% | -2.6% | +3.7% | +1.5% |
| 6M | -1.4% | -4.6% | +3.1% | -0.9% |
| YTD | -4.6% | -0.3% | -4.2% | -5.4% |
| 1Y | -7.2% | +5.9% | -13.1% | -9.3% |
| 3Y | +33.7% | +14.4% | +19.3% | +25.0% |
| 5Y | +40.8% | +15.9% | +25.0% | +26.4% |
| All | +40.8% | +14.4% | +26.4% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling