+1,269.9%
PAAS vs TXT
+669.5%
+600.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -2.9% | -4.8% | +1.9% | -2.0% |
| 30D | +6.8% | -10.6% | +17.4% | +8.9% |
| 3M | -2.9% | -13.2% | +10.3% | -0.5% |
| 6M | -16.4% | -20.3% | +3.9% | -13.0% |
| YTD | 0.0% | -9.3% | +9.3% | +1.5% |
| 1Y | +54.3% | -2.7% | +57.0% | +54.7% |
| 3Y | +230.7% | +1.4% | +229.3% | +227.0% |
| 5Y | +111.6% | +9.6% | +102.1% | +104.9% |
| 10Y | +211.7% | +94.9% | +116.8% | +159.9% |
| All | +1,269.9% | +669.5% | +600.4% | +908.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling