+59.9%
TXN vs PEP
+2.5%
+57.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | +2.7% | -1.7% | +4.4% | +3.1% |
| 30D | -6.7% | +0.3% | -7.0% | -6.9% |
| 3M | -8.9% | -3.2% | -5.7% | -8.5% |
| 6M | +34.7% | -13.6% | +48.3% | +40.3% |
| YTD | +53.3% | -1.9% | +55.2% | +52.5% |
| 1Y | +45.0% | -0.6% | +45.6% | +43.2% |
| 3Y | +73.1% | -13.6% | +86.7% | +77.8% |
| 5Y | +59.9% | +3.2% | +56.7% | +49.5% |
| All | +59.9% | +2.5% | +57.5% | +49.5% |
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