+68.6%
TXT vs PENG
+762.7%
-694.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.5% |
| 7D | -4.8% | +4.5% | -9.3% | -5.6% |
| 30D | -10.6% | -7.1% | -3.5% | -9.8% |
| 3M | -13.2% | -27.3% | +14.1% | -11.1% |
| 6M | -20.3% | +169.6% | -189.9% | -37.5% |
| YTD | -9.3% | +164.6% | -173.9% | -29.0% |
| 1Y | -2.7% | +109.5% | -112.2% | -21.0% |
| 3Y | +1.4% | +98.9% | -97.5% | -23.9% |
| 5Y | +9.6% | +116.3% | -106.7% | -22.3% |
| All | +68.6% | +762.7% | -694.1% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling