+89.2%
TXN vs PEP
+2.6%
+86.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.1% |
| 7D | +12.3% | -0.3% | +12.7% | +12.4% |
| 30D | +9.1% | +11.8% | -2.7% | +6.2% |
| 3M | +13.5% | +3.7% | +9.9% | +12.3% |
| 6M | +6.9% | -4.3% | +11.2% | +8.0% |
| YTD | +84.0% | +2.1% | +81.9% | +81.2% |
| 1Y | +95.8% | +2.5% | +93.3% | +92.3% |
| 3Y | +130.3% | -5.0% | +135.4% | +127.4% |
| 5Y | +89.2% | +2.9% | +86.3% | +78.2% |
| All | +89.2% | +2.6% | +86.5% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 5y: compounded portfolio wealth divided by compounded PEP 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…
5y analysis · Full analysis span regression · 6 months rolling