+792.3%
PH vs TXT
+98.4%
+693.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.1% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -10.8% | -11.1% | +0.2% | -3.8% |
| 3M | +8.5% | -13.0% | +21.4% | +18.0% |
| 6M | +3.9% | -16.2% | +20.1% | +15.2% |
| YTD | +9.4% | -8.7% | +18.1% | +14.0% |
| 1Y | +26.8% | -3.8% | +30.6% | +27.1% |
| 3Y | +140.8% | +5.5% | +135.3% | +123.1% |
| 5Y | +253.8% | +12.3% | +241.5% | +209.0% |
| 10Y | +792.3% | +97.4% | +694.9% | +390.1% |
| All | +792.3% | +98.4% | +693.9% | +390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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