+76.6%
PEP vs TXT
+98.4%
-21.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.7% | -11.1% | +11.7% | +2.9% |
| 3M | -0.5% | -13.0% | +12.5% | +1.9% |
| 6M | -11.3% | -16.2% | +4.9% | -8.6% |
| YTD | -0.6% | -8.7% | +8.1% | +0.5% |
| 1Y | +1.7% | -3.8% | +5.4% | +1.5% |
| 3Y | -12.5% | +5.5% | -18.0% | -15.5% |
| 5Y | +3.9% | +12.3% | -8.4% | -2.6% |
| 10Y | +76.6% | +97.4% | -20.8% | +34.7% |
| All | +76.6% | +98.4% | -21.8% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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