+81.8%
TXT vs PENG
+520.3%
-438.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -23.0% | +21.4% | +2.1% |
| 7D | -2.5% | -36.7% | +34.1% | +4.1% |
| 30D | +12.8% | -42.0% | +54.9% | +21.2% |
| 3M | -3.6% | -33.2% | +29.6% | +0.2% |
| 6M | -6.9% | +2.1% | -9.1% | -14.2% |
| YTD | -2.2% | +90.3% | -92.4% | -21.1% |
| 1Y | +6.3% | +67.7% | -61.4% | -12.4% |
| 3Y | +10.3% | +154.2% | -144.0% | -21.6% |
| 5Y | +10.6% | +28.3% | -17.7% | -15.4% |
| All | +81.8% | +520.3% | -438.6% | +14.1% |
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