+378.3%
TXN vs PENG
+661.7%
-283.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.3% | -2.6% | +4.5% |
| 7D | -2.1% | -3.8% | +1.7% | -1.8% |
| 30D | +4.7% | -40.1% | +44.8% | +16.0% |
| 3M | +3.9% | -21.8% | +25.7% | +7.1% |
| 6M | +3.8% | +3.3% | +0.5% | -2.3% |
| YTD | +74.2% | +133.6% | -59.5% | +34.1% |
| 1Y | +88.2% | +110.7% | -22.5% | +47.9% |
| 3Y | +124.0% | +204.3% | -80.3% | +53.1% |
| 5Y | +78.4% | +54.4% | +24.0% | +31.8% |
| All | +378.3% | +661.7% | -283.3% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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