+8.7%
TXT vs PENG
+120.5%
-111.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.1% | +7.8% | -0.9% |
| 7D | +10.6% | -20.5% | +31.1% | +11.6% |
| 30D | +14.4% | -20.4% | +34.7% | +15.1% |
| 3M | -2.7% | -16.4% | +13.7% | -2.7% |
| 6M | -4.7% | +49.2% | -53.9% | -11.4% |
| YTD | -0.5% | +147.2% | -147.7% | -13.5% |
| 1Y | +8.7% | +124.7% | -115.9% | -4.8% |
| All | +8.7% | +120.5% | -111.7% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling