+252.4%
PAAS vs TXG
+24.6%
+227.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.3% |
| 7D | +2.6% | +9.1% | -6.5% | +1.1% |
| 30D | +2.5% | +14.9% | -12.4% | 0.0% |
| 3M | +15.1% | +120.0% | -104.9% | -0.1% |
| 6M | -12.1% | +221.8% | -233.9% | -28.9% |
| YTD | +3.1% | +312.6% | -309.5% | -19.9% |
| 1Y | +50.8% | +398.4% | -347.6% | +12.8% |
| 3Y | +259.5% | +42.1% | +217.4% | +211.1% |
| 5Y | +126.3% | -63.5% | +189.8% | +120.1% |
| All | +252.4% | +24.6% | +227.7% | +173.0% |
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