+80.3%
PEP vs TXT
+115.3%
-35.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | -0.1% |
| 7D | +1.0% | -3.5% | +4.6% | +1.7% |
| 30D | +12.6% | +15.2% | -2.5% | +9.4% |
| 3M | +3.1% | -4.5% | +7.6% | +3.8% |
| 6M | -6.3% | -6.1% | -0.2% | -5.6% |
| YTD | +1.9% | -2.0% | +3.8% | +1.4% |
| 1Y | +3.3% | +4.2% | -0.9% | +1.5% |
| 3Y | -4.8% | +14.4% | -19.2% | -9.7% |
| 5Y | +2.0% | +12.3% | -10.3% | -4.3% |
| 10Y | +80.3% | +101.8% | -21.5% | +42.6% |
| All | +80.3% | +115.3% | -35.0% | +42.6% |
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