+32.0%
PEP vs TXG
+7.8%
+24.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.8% | +2.3% |
| 7D | +2.9% | -1.8% | +4.7% | +2.9% |
| 30D | +12.5% | -20.4% | +32.9% | +13.0% |
| 3M | +4.5% | +0.1% | +4.5% | +4.0% |
| 6M | -0.5% | +176.2% | -176.7% | -4.9% |
| YTD | +4.4% | +256.8% | -252.4% | -1.5% |
| 1Y | +4.4% | +255.9% | -251.5% | -1.7% |
| 3Y | -3.4% | +60.2% | -63.6% | -7.4% |
| 5Y | +5.2% | -65.1% | +70.2% | +6.4% |
| All | +32.0% | +7.8% | +24.2% | +10.8% |
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