+401.4%
PBR vs TXG
+27.0%
+374.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.2% | -1.1% |
| 7D | +5.4% | +9.5% | -4.1% | +4.7% |
| 30D | +22.9% | +18.8% | +4.1% | +21.3% |
| 3M | +19.6% | +136.1% | -116.5% | +12.1% |
| 6M | +16.5% | +235.2% | -218.8% | +5.4% |
| YTD | +86.7% | +320.5% | -233.9% | +64.9% |
| 1Y | +74.7% | +425.2% | -350.5% | +50.4% |
| 3Y | +102.6% | +42.9% | +59.7% | +88.7% |
| 5Y | +566.6% | -62.8% | +629.4% | +620.2% |
| All | +401.4% | +27.0% | +374.4% | +261.9% |
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