+165.7%
PAAS vs TXG
+16.5%
+149.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.3% | -2.5% | -5.3% |
| 7D | +4.2% | -3.7% | +7.8% | +4.7% |
| 30D | -13.8% | -22.0% | +8.2% | -10.5% |
| 3M | -22.7% | +7.4% | -30.1% | -24.7% |
| 6M | -32.1% | +191.2% | -223.3% | -44.7% |
| YTD | -22.3% | +285.7% | -307.9% | -39.7% |
| 1Y | +7.7% | +268.3% | -260.6% | -16.1% |
| 3Y | +214.0% | +77.3% | +136.7% | +159.6% |
| 5Y | +63.2% | -62.3% | +125.6% | +56.9% |
| All | +165.7% | +16.5% | +149.2% | +105.6% |
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