+4.6%
PEP vs TXG
-64.5%
+69.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.5% |
| 7D | +0.1% | +9.4% | -9.3% | -0.1% |
| 30D | +0.7% | +26.1% | -25.4% | +0.1% |
| 3M | -0.5% | +124.8% | -125.3% | -2.6% |
| 6M | -11.3% | +215.2% | -226.5% | -14.1% |
| YTD | -0.6% | +302.2% | -302.8% | -4.4% |
| 1Y | +1.7% | +370.9% | -369.3% | -3.0% |
| 3Y | -12.5% | +38.5% | -51.0% | -14.1% |
| All | +4.6% | -64.5% | +69.1% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling