+142.5%
PH vs TXT
+4.5%
+138.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -3.1% | -4.8% | +1.7% | -0.3% |
| 30D | -3.2% | -10.6% | +7.4% | +3.2% |
| 3M | +10.6% | -13.2% | +23.8% | +19.3% |
| 6M | -2.1% | -20.3% | +18.2% | +10.9% |
| YTD | +10.2% | -9.3% | +19.4% | +14.2% |
| 1Y | +28.2% | -2.7% | +30.9% | +26.3% |
| All | +142.5% | +4.5% | +138.1% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling