+0.1%
TXN vs PEP
-1.4%
+1.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.1% | -1.6% |
| 7D | +9.5% | +2.9% | +6.6% | +11.3% |
| 30D | +8.7% | +12.5% | -3.8% | +16.5% |
| 3M | +11.6% | +4.5% | +7.0% | +13.4% |
| 6M | +0.1% | -0.5% | +0.6% | +0.2% |
| All | +0.1% | -1.4% | +1.5% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling