+246.6%
PAAS vs TXG
+31.6%
+214.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.6% |
| 7D | +2.0% | +9.4% | -7.4% | +0.2% |
| 30D | -0.1% | +26.1% | -26.2% | -4.6% |
| 3M | +8.2% | +124.8% | -116.6% | -7.8% |
| 6M | -13.8% | +215.2% | -229.0% | -31.3% |
| YTD | -0.6% | +302.2% | -302.8% | -24.0% |
| 1Y | +44.0% | +370.9% | -326.9% | +6.6% |
| 3Y | +246.6% | +38.5% | +208.1% | +238.2% |
| All | +246.6% | +31.6% | +214.9% | +238.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling