+209.3%
PH vs TXG
-63.1%
+272.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | +6.9% | -8.1% | +15.0% | +8.1% |
| 30D | +1.7% | -17.5% | +19.1% | +4.0% |
| 3M | -8.1% | +6.1% | -14.3% | -10.5% |
| 6M | +11.5% | +202.7% | -191.2% | -9.8% |
| YTD | +11.4% | +280.4% | -269.1% | -14.5% |
| 1Y | +14.1% | +274.0% | -259.9% | -12.6% |
| 3Y | +138.2% | +74.9% | +63.4% | +91.6% |
| All | +209.3% | -63.1% | +272.4% | +169.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling