+104.0%
TXN vs PENG
+184.4%
-80.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -3.3% |
| 7D | -7.8% | -19.4% | +11.6% | -3.6% |
| 30D | -3.6% | -42.4% | +38.8% | +8.3% |
| 3M | +0.1% | -25.6% | +25.8% | +4.5% |
| 6M | -3.2% | +7.3% | -10.5% | -10.3% |
| YTD | +63.4% | +113.9% | -50.5% | +25.8% |
| 1Y | +75.6% | +93.6% | -18.0% | +38.1% |
| 3Y | +104.0% | +170.2% | -66.2% | +26.2% |
| All | +104.0% | +184.4% | -80.3% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling