+2,856.5%
PEG vs TXT
+2,070.1%
+786.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +0.7% | -4.8% | +5.5% | +1.6% |
| 30D | -2.4% | -10.6% | +8.2% | -0.4% |
| 3M | -4.8% | -13.2% | +8.4% | -2.4% |
| 6M | -10.7% | -20.3% | +9.7% | -7.1% |
| YTD | -6.7% | -9.3% | +2.6% | -5.5% |
| 1Y | -6.8% | -2.7% | -4.2% | -7.0% |
| 3Y | +34.5% | +1.4% | +33.1% | +31.8% |
| 5Y | +35.8% | +9.6% | +26.2% | +29.6% |
| 10Y | +141.7% | +94.9% | +46.8% | +96.8% |
| All | +2,856.5% | +2,070.1% | +786.5% | +1,237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling