-4.4%
PEP vs TXG
+76.2%
-80.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | +1.1% | -8.1% | +9.2% | +1.0% |
| 30D | +13.6% | -17.5% | +31.1% | +13.5% |
| 3M | +5.1% | +6.1% | -1.0% | +4.9% |
| 6M | -1.6% | +202.7% | -204.3% | -2.8% |
| YTD | +3.3% | +280.4% | -277.1% | +1.7% |
| 1Y | +3.2% | +274.0% | -270.8% | +1.6% |
| All | -4.4% | +76.2% | -80.6% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling