+188.9%
PAAS vs TXT
+112.2%
+76.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.4% | +1.8% |
| 7D | +8.4% | -2.5% | +10.9% | +8.9% |
| 30D | -7.2% | +14.4% | -21.6% | -9.8% |
| 3M | -14.0% | -4.9% | -9.1% | -13.4% |
| 6M | -26.8% | -10.2% | -16.5% | -25.4% |
| YTD | -19.8% | -4.1% | -15.7% | -19.5% |
| 1Y | +22.8% | +4.0% | +18.9% | +21.5% |
| 3Y | +183.6% | +8.0% | +175.7% | +175.8% |
| 5Y | +73.8% | +8.4% | +65.4% | +66.9% |
| All | +188.9% | +112.2% | +76.7% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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