-5.5%
PEP vs TXT
+11.3%
-16.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | +11.8% | +13.3% | -1.5% | +10.1% |
| 3M | +3.7% | -5.1% | +8.8% | +4.1% |
| 6M | -4.3% | -7.1% | +2.8% | -3.9% |
| YTD | +2.1% | -3.2% | +5.4% | +1.8% |
| 1Y | +2.5% | +2.3% | +0.2% | +1.4% |
| All | -5.5% | +11.3% | -16.8% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling