+11.5%
TXT vs PENG
+115.2%
-103.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.3% |
| 7D | -4.8% | +4.5% | -9.3% | -5.4% |
| 30D | -10.6% | -7.1% | -3.5% | -9.9% |
| 3M | -13.2% | -27.3% | +14.1% | -11.4% |
| 6M | -20.3% | +169.6% | -189.9% | -35.9% |
| YTD | -9.3% | +164.6% | -173.9% | -27.1% |
| 1Y | -2.7% | +109.5% | -112.2% | -19.2% |
| 3Y | +1.4% | +98.9% | -97.5% | -21.4% |
| All | +11.5% | +115.2% | -103.7% | -15.6% |
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 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