+134.5%
PH vs TXT
+10.4%
+124.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +0.1% | +13.3% | -13.2% | -7.0% |
| 3M | -9.4% | -5.0% | -4.4% | -7.0% |
| 6M | +8.8% | -8.4% | +17.2% | +13.2% |
| YTD | +9.6% | -4.0% | +13.6% | +9.5% |
| 1Y | +14.4% | +2.8% | +11.7% | +9.2% |
| 3Y | +134.5% | +10.3% | +124.2% | +113.4% |
| All | +134.5% | +10.4% | +124.1% | +113.4% |
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