+24.0%
PEP vs TXG
+22.9%
+1.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | 0.0% |
| 7D | -1.4% | +5.0% | -6.4% | -1.5% |
| 30D | -0.2% | +13.5% | -13.7% | -0.7% |
| 3M | -4.3% | +128.0% | -132.3% | -7.3% |
| 6M | -13.2% | +224.4% | -237.6% | -17.2% |
| YTD | -1.9% | +307.0% | -308.9% | -7.4% |
| 1Y | -0.3% | +427.2% | -427.6% | -7.3% |
| 3Y | -13.6% | +40.2% | -53.8% | -16.1% |
| 5Y | +3.4% | -64.0% | +67.4% | +5.2% |
| All | +24.0% | +22.9% | +1.1% | +4.1% |
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