+30.6%
PEP vs TXG
+14.9%
+15.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +1.1% | -8.1% | +9.2% | +1.2% |
| 30D | +13.6% | -17.5% | +31.1% | +14.0% |
| 3M | +5.1% | +6.1% | -1.0% | +4.4% |
| 6M | -1.6% | +202.7% | -204.3% | -6.2% |
| YTD | +3.3% | +280.4% | -277.1% | -2.7% |
| 1Y | +3.2% | +274.0% | -270.8% | -2.8% |
| 3Y | -3.9% | +74.9% | -78.8% | -8.1% |
| 5Y | +4.0% | -63.0% | +67.1% | +5.1% |
| All | +30.6% | +14.9% | +15.7% | +9.4% |
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