+251.1%
PH vs TXG
-63.6%
+314.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -1.1% |
| 7D | 0.0% | +9.1% | -9.1% | -1.4% |
| 30D | -10.3% | +14.9% | -25.2% | -12.5% |
| 3M | +5.1% | +120.0% | -114.9% | -8.7% |
| 6M | +2.3% | +221.8% | -219.5% | -17.4% |
| YTD | +8.7% | +312.6% | -303.9% | -16.5% |
| 1Y | +26.8% | +398.4% | -371.7% | -7.2% |
| 3Y | +139.2% | +42.1% | +97.1% | +101.4% |
| 5Y | +251.1% | -63.5% | +314.6% | +222.2% |
| All | +251.1% | -63.6% | +314.7% | +222.2% |
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