+24.9%
PEP vs TXG
+16.0%
+8.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.4% | +1.8% | -3.2% | -1.5% |
| 30D | +0.2% | +32.0% | -31.8% | -0.8% |
| 3M | -1.1% | +87.0% | -88.1% | -3.5% |
| 6M | -13.5% | +180.1% | -193.5% | -17.0% |
| YTD | -1.2% | +284.1% | -285.3% | -6.6% |
| 1Y | -1.6% | +361.7% | -363.2% | -8.0% |
| 3Y | -12.5% | +15.9% | -28.4% | -14.3% |
| 5Y | +3.0% | -66.2% | +69.2% | +5.1% |
| All | +24.9% | +16.0% | +8.9% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling