+480.2%
PH vs TXG
+7.8%
+472.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +4.3% | -1.8% | +6.2% | +4.6% |
| 30D | +0.1% | -20.4% | +20.5% | +3.2% |
| 3M | -9.4% | +0.1% | -9.4% | -11.0% |
| 6M | +8.8% | +176.2% | -167.4% | -11.4% |
| YTD | +9.6% | +256.8% | -247.1% | -15.8% |
| 1Y | +14.4% | +255.9% | -241.5% | -12.5% |
| 3Y | +134.5% | +60.2% | +74.3% | +91.0% |
| 5Y | +204.4% | -65.1% | +269.5% | +199.8% |
| All | +480.2% | +7.8% | +472.4% | +291.3% |
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