+78.2%
TXT vs PENG
+597.2%
-519.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.4% | -14.4% | -4.0% |
| 7D | -2.5% | -19.4% | +16.9% | 0.0% |
| 30D | +14.4% | -42.4% | +56.8% | +23.2% |
| 3M | -4.9% | -25.6% | +20.7% | -3.0% |
| 6M | -10.2% | +7.3% | -17.5% | -17.8% |
| YTD | -4.1% | +113.9% | -118.0% | -24.2% |
| 1Y | +4.0% | +93.6% | -89.6% | -16.5% |
| 3Y | +8.0% | +170.2% | -162.3% | -23.9% |
| 5Y | +8.4% | +44.2% | -35.8% | -18.8% |
| All | +78.2% | +597.2% | -519.0% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling