+83.3%
TXT vs PENG
+720.8%
-637.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.3% | -11.3% | -2.7% |
| 7D | -0.8% | +1.9% | -2.7% | -1.9% |
| 30D | +13.4% | -37.8% | +51.2% | +20.5% |
| 3M | -2.5% | -14.1% | +11.5% | -2.9% |
| 6M | -6.2% | +13.1% | -19.3% | -14.6% |
| YTD | -1.3% | +151.8% | -153.1% | -24.2% |
| 1Y | +4.3% | +136.0% | -131.7% | -19.0% |
| 3Y | +13.2% | +217.9% | -204.7% | -22.4% |
| 5Y | +12.4% | +64.1% | -51.7% | -17.6% |
| All | +83.3% | +720.8% | -637.5% | +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