+149.8%
PAAS vs TXG
+7.8%
+142.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.3% |
| 7D | -8.9% | -1.8% | -7.1% | -8.6% |
| 30D | -11.4% | -20.4% | +9.0% | -8.3% |
| 3M | -20.4% | +0.1% | -20.5% | -21.5% |
| 6M | -40.7% | +176.2% | -216.9% | -51.2% |
| YTD | -26.9% | +256.8% | -283.7% | -42.5% |
| 1Y | -3.1% | +255.9% | -259.0% | -24.0% |
| 3Y | +199.3% | +60.2% | +139.0% | +151.8% |
| 5Y | +48.3% | -65.1% | +113.4% | +44.5% |
| All | +149.8% | +7.8% | +142.0% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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