+72.9%
PBR vs TXG
+406.9%
-334.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.4% | -10.4% | -6.9% |
| 7D | -11.0% | -19.3% | +8.3% | -11.5% |
| 30D | -18.8% | -30.9% | +12.2% | -19.5% |
| 3M | +7.8% | +41.1% | -33.3% | +11.4% |
| 6M | -7.6% | +211.9% | -219.5% | +0.4% |
| YTD | +72.7% | +314.0% | -241.3% | +81.4% |
| 1Y | +72.9% | +405.4% | -332.4% | +77.4% |
| All | +72.9% | +406.9% | -334.0% | +77.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling