+466.1%
PH vs TXG
+22.9%
+443.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -3.1% | +5.0% | -8.1% | -3.9% |
| 30D | -11.8% | +13.5% | -25.3% | -13.8% |
| 3M | +6.9% | +128.0% | -121.1% | -8.2% |
| 6M | -1.3% | +224.4% | -225.7% | -21.0% |
| YTD | +7.0% | +307.0% | -300.0% | -18.4% |
| 1Y | +23.1% | +427.2% | -404.1% | -11.7% |
| 3Y | +135.4% | +40.2% | +95.2% | +98.8% |
| 5Y | +250.3% | -64.0% | +314.4% | +248.3% |
| All | +466.1% | +22.9% | +443.1% | +279.4% |
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 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