+12.3%
TXT vs PENG
+56.2%
-43.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.3% | -7.0% | +1.1% |
| 7D | -3.5% | -3.8% | +0.3% | -3.7% |
| 30D | +15.2% | -40.1% | +55.3% | +21.6% |
| 3M | -4.5% | -21.8% | +17.3% | -3.5% |
| 6M | -6.1% | +3.3% | -9.4% | -12.4% |
| YTD | -2.0% | +133.6% | -135.6% | -21.7% |
| 1Y | +4.2% | +110.7% | -106.5% | -15.5% |
| 3Y | +14.4% | +204.3% | -189.9% | -19.3% |
| 5Y | +12.3% | +54.4% | -42.0% | -15.9% |
| All | +12.3% | +56.2% | -43.9% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling